I jumped from GTA2 to San Andreas so I totally missed it. I think I have bought III later but I've never found time to play it. After playing GTA SA, it'll be a step back, but maybe a step back I'll just have to make one day. I'm sure I'll like it, but it can't possibly make such an big impression on me as San Andreas did. No game can do that on a 2D TV screen.
A gang war in the Las Colinas area scared me up out of the city and into the bush. A large group with automatic weapons was after me and I had little health and could easily die. It was like an exercise in the army...
And there are a hundred other unforgettable memories. But enough about San Andreas, I'm a bit off topic here.