I don't know which GTA would I consider a favorite, but the very first GTA game I ever played was Grand Theft Auto 3. It was an amusing "eye-opener" for me during my late childhood to early teens; my dad used to laugh whenever Claude or that leather-jacket-wearing-mute would just flip off the bird whenever a vehicle honks at him. I had a huge leap over Vice City since I was too young to afford the game, however, I managed to get a copy of San Andreas.
Now, that is the game I wasted a lot of my time on doing nothing but driving around the map, activating pedestrian riot, and no wanted level cheats on; it was my "make-shift" apocalypse game a la Resident Evil. Lol.
And, oh. Chinatown Wars was great too because of how you could still beat the whole game with just a hefty amount of flashbangs and a sword.
