My favorite GTA Game has to be GTA 4 because of the ragdoll physics and car handling they did is a good job on it, the story and theme of the game takes itself mostly serious along with it’s grim, bleak atmosphere.
My first GTA game is GTA 2 from PS1 but overall my favorite GTA game on this series is the GTA San Andreas. (Not the Definitive Edition and Revamp on PS3 and XBOX 360)