The two GTAs I actually lived and finished are from before Rockstar era: GTA and GTA2 - the 2D ones. I played all the big open world Rockstar titles (except for Bully) and I think I'm just not the right audience for what they are making.
Maybe it's because I was playing on PC but none of the games prior to 5 held my attention because of the awful controls. Then 5 lost me in under 4 hours or so because it just felt like a lot of nothing going on. For a game called Grand Theft Auto, there wasn't a lot of Grand Theft Auto action in those few hours.