Vice City definitely had the best story. San Andreas had the best features. 4 is the most polished off and looks amazing. But if I had to choose my favorite I would go with San Andreas just because you can do anything and everything in that game.
I've been wanting to get San Andreas, mostly to try out the multiplayer. It's a shame it was the only ps2 release with any kind of multiplayer. I really though IV was to serious. It just wasn't as fun and cartoonish as all the other. I picked up my game in vice city I stopped playing may of 2009 and it's still as good as I remember. The sountrack is still as great too.