To be fair, I think GTA 1, 2, 3, Vice City and San Andreas were all about wacky fun and crazy shit rather than 'Hurr Durrr Serious sad story' (although San Andreas was leaning towards it, which turned me off it a bit.)
GTAIV just went overboard trying to be some epic crime drama, but it was just fucking annoying. Mafia did a serious crime story properly, because it took place in an ultra realistic city and had a tight and well written storyline with sensible (but awesome and really in depth) missions. GTAIV though, one minute you're hanging out with some ultra-gay stereotype guy killing his stalker, then flying a helicopter with a 'roid abuser to pick up chicks and then they try to shift gear and have some sad story about drug abuse and life for immigrants or some shit.