Yep, I'm actually still playing GTA San Andreas now. I love the storylines, the massive map, and the fact that you can go off and have fun doing your own thing for hours without even completing actual missions. Since I play the PC version (with an Xbox controller lol), I've actually gone and downloaded tons of new cars and retextured maps to make it look way better than it did originally. The gameplay is still the same, but I love adding these different touches to make it look better.
I played GTA IV, and I didn't really like how the cars handled at all so I left it alone. That would have probably been a favorite had I gotten over the wobbly handling. I probably could have found a mod to fix that for me, but never got around to looking for one lol.
GTA III was a previous favorite before SA, just because of the new 3D ness.
I still love playing GTA 2, mostly for nostalgia, but it was also a great game.