So in past GTA's we had many types of intractable buildings. IV however, didn't have as many as lets say San Andreas.
Here are some ideas.
Hotels - Basically if you need a place to stay and get rest/ Help your health you can pay to stay at a hotel (Enterable Lobby, Hallways, Rooms, and elevators) There could also be different rated hotels and quality.
Hospitals - This is pretty obvious as to why it should be enterable. There should be doctors you can pay to replenish health like in IV with ambulances.
Convenience stores / Gas Stations - It would be nice to be able to go into these stores. It would just add to the realism of the city.
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Mega-Marts/Chain Stores - You can buy basic supplies here like clothes and maybe stuff for your home (if you can decorate your home)
What would you like to see? Thanks to Dup for the idea.