Just buy the cheapest one. In America, there are so many copies you could get one on the PS2 for free.

They are all very good. 

There is a GTA trilogy bundle for 30 dollars at stores. Id say that but if you just want one Id say GTA3 or VC

I say get GTA III. You'll know whether or not you enjoy the genre (but of course, you will). Then, get Grand Theft Auto 4. You'll be way more impressed by the jump in quality, without feeling dissapointment for the features that will be removed (like 80's nostalgia and customization) from the later games.

I loved Vice City, hate San Andreasm and haven't played GTA3.

Thor wants you to play Vice City.

San Andres man, you can do everything in that game

San Andreas, technically, it is miles better than the rest, even if some might prefer the setting and music of vice city

Thanks guys, I just bought them all xD

my favorite was gta3, second san andreas, third vice city........any of the three you can't go wrong

vice city, fo sho. gta3 is pretty good but no freedom. san andreas, bad story line (in my opinion) and way too much freedom. i hated it when on a mission i had to go and change my clothes and had to increase my stamina, it was just a big waste of time. vice city is that fine line where you can buy houses and own companies in the end.

so overall get vice city.