I only put console releases. If you're a fan of the handhelds eg: China Town (which was a fan favorite) just post it down below. I've never played China Town.

Played

2001 - Grand Theft Auto III - PS1/PS2/Xbox
2002 - Grand Theft Auto: Vice City - PS2/Xbox
2003 - Grand Theft Auto: San Andreas - PS2/Xbox/Xbox 360
2008 - Grand Theft Auto IV - PS3/Xbox 360
2009 - Grand Theft Auto: The Lost and Damned - PS3/Xbox 360
2009 - Grand Theft Auto: The Ballad of Gay Tony - PS3/Xbox 360
2013 - Grand Theft Auto V - PS3/PS4/360/Xbox One

Best

It's difficult for me to choose.

Vice City was the first one I ever played, I played it at a friends house. I remember being so amazed, I became so addicted that I didn't even let my friend have a turn for the rest of the night. (I was to young to have it at the time, but I eventually bought it) I remember the mall, and how I would always steal the car on display, also riding the motorbike around with that girl during a mission on the back of your bike is a fond memory for some reason, and buying houses.

San Andreas had some of the best memories, I don't think I ever finished it, it felt so complex, so much to do, go to the gym, put on weight, riots, in 2 player mode, grove street, feeling like a total gangster, starting over and over again so many times, and never really becoming bored.

IV felt incredible for it's time, I don't have as many wild memories with this one, because the open world although massive, felt quite empty, their wasn't many outside activities, although I enjoyed Niko, and Roman, I thought the story was brilliant, and made for a more serious edition to the series, which I respected, and still think its a triumphant moment in the franchise. And at the time, I thought it was the best thing ever. I spent countless hours playing this game.
(Lost and Damned and Gay Tony were fun additions as well) I never really learnt the map to this one either, each area blended into the next which was a negative.

V is a masterpiece, from the offline right through to the online. I honestly doubted that Rockstar could continue to deliver such a high standard, because eventually games that turn into reoccurring releases their quality begins to drop with each release, but that was not the case here. My only downfall was the story wasn't long enough. Having 3 characters was a really brilliant idea, and it was exuded so well. I'm glad Rockstar take their time in producing some of the highest quality games to-date, never compromising quality.

Overall!
I have the greatest memories with San Andreas I mean alone CJ

My favourite is probably San Andreas! So much fun and it was so over the top and hilarious. Never got boring to me, I could never bring myself to trade it in even if I did get bored for a while, it's like an essential to every PS2 player.

I don't know why but I feel like I enjoyed GTA IV more than V, it's probably just the nostalgia of it but I liked the online better. Even though there was little you could do compared to V, and even though the game lobbies were smaller, I liked it better because in V most of the people are off doing their own heists/missions and I'm one of those people who love to go in lobbies just to blow up their cars. In IV it was like a mosh pit and it was just a complete mess

Although V is amazing in every aspect and I play it very often (I'm playing now ).

V is the best one. Vice City is also amazing.

I'm not into rock but I kinda like Kesha's Gold Trans Am...

EDIT: Should've read the op first
EDIT2: Oh and the poll

V is undoubtedly the best one.

GTAV hands down

GTA V, San Andreas and Vice City are the trinity. I can't pick a favorite tbh.

I've played the majority.

GTA SA, GTAV and GTA Vice City are my best.

I thought GTA IV TBOGT/TLAD was good too.

I grew up playing San Andreas but I just got V and it slays

I only played a small amount of San Andreas. That means it's the best.

Vice City.