GTAIII for me, I remember my mate getting it about a week after it came out and us playing it pretty much non-stop for the next three weeks. I have innumerable memories of staying up til 7am at the age of 14, hyped up on caffeine and shouting at the TV as me and my friend Craig tried to outrun the army for as long as possible. It had all of the features from the older games but in a much more enjoyable format and with immense graphics for the time. In my opinion it was definitely one of the best games ever made for its time, and a landmark in itself.
None of the games truely impressed me on the same level until GTA4 came out, and for that reason it takes a close second. Whilst it polishes all the best elemts to a tee, it isn't quite as revolutionary as the third installment.
Alot of people have cited Vice City and their favourite, and whilst I have plenty of fond memories of that game (and its soundtrack) the map really pissed me off. There were alot of nice features like the insane stunts, the occasional building you could enter and so on, but there were also large areas of the map which were boring, emoty, dead space. The beach I could forgive (after all, a beach is pretty much just an empty space with some bumps) but there were also aread like for instance the West coast of the Western Island, which was pretty much a blank area of bricks that stretched in a straight line almost as far as the island was long. The second island has far too many of these areas and it just made the game feel like it was half finished. This didn't really bother me on the first play through I've got to admit, but on my third or fourth play I was setting out to reach 100% without cheats or any form of guide or walkthrough (in which I was successful) and you really start to notice things by that stage.
San Andreas on the other hand fell down because of the annoying features that have already been mentioned above: going to the gym, eating etc. I didn't feel that the map was too oversized because the landscape was irregular enough to keep me interested whilst I listened to music between towns, and there wern't too many missions which required you to for instance, cross large areas of the country by foot (which was a pain to do if your vehicle exploded). The wilderness could have done with some extra landmarks though, an abandoned building or two to explore. I got bored of this game before I could 100% it though, definitely not my favourite, but it had a good sountrack.