GTA 4 is a brilliant next gen game, but following a more story oriented style its not as fun as San Andreas
The only problem I find with the game is that because it is so story driven that it is not as much fun as its predescesor San Andreas. The missions in GTA4 do not have much variance and usual just require either killing an individual/individuals, chasing an individual before doing the latter or escpaing cops with an item. San Andreas had so much more variance. Individuals who have played San Andreas will remember missions where they had to scare a character into confessing information by drving your car extremely fast into opposing traffic with them tied to the hood, or drving your car close to the back of a fire engine to catch an character dangling from the back of the fire engine. San Andreas featuted a variety of missions which made the game a more fun experience for the player.
If its a well paced, well written story driven adventure you are looking for them GTA4 is what you're after. If you just want to have a fun time completing similar missions and doing similar stuff I suggest Saints Row or when it comes out Saints Row 2.