holy cow you have missed out Simon!

After GTA3 was probably the best in the series: GTA Vice City, set in 1980s Miami, with an amazing 80s soundtrack to match, and Scarface and Carlito's Way references aplenty

Then there was GTA: San Andreas, set in 90s LA, and you play a black gang member, so plenty of hiphop and 90s alt rock

In GTA4, you play a Polish immigrant to New York in the present day, and there are literally TONS of radio stations, traditional Polish music, New York Hardcore punk, classic rock, psychic radio, chat, indie, jazz, whatever you want!

and of course you can put your own audio files in, and create your own radio station on all of them, but I think you could also do that on GTA 3 couldn't you?