I think that with each new release the gta games on ps2 have gotten better and better and have caused the release of a new batch of games that give you more freedom to do what you want, they certainly have changed the gaming market for the better.
San Andreas is my favourite game purely because of the freedom you get, and the size of the game world (it's huge), anyone who hasn't played a gta game on ps2 is missing out, they are great games, and liberty city stories on psp is the best game on it by far.