No, I never tried GTA IV, but my son loved playing it on his 360. Perhaps I should give it a shot sometime.
Maybe it's just because I am not used to playing in 3rd person, but it seemed like I could never hit where I was aiming fast enough to take out a group of characters shooting at me. I'd want to look one way, but the camera would be over the wrong shoulder, or would shift just as I was about to do whatever it was I came to do. Even with melee weapons I often felt like I was mashing buttons like I was playing DOA3 and hoping for a combo.
TBH, it's been several years since I have tried any of them - I don't think I have even installed San Andreas since I got Windows 7 or a 360 gamepad. But I do have a copy of the "hot coffee" mod somewhere on my drive.