I love GTA1 simply for what it was. It was amazin at the time and I had loads of fun with it.
But also I hold GTA3 in high regard simply because it was 3d and amazing all over again, it felt gritty and maybe because I was a bit younger it felt a bit more 'scarier', well not scary but just gritty and believable. VC and SA while being good, kinda felt less serious. So those two i'd say.
4, lets not go there