GTA 1:Nothing overly special you could do really. I liked finding those random cars that had the 5 second time bombs in them. Also, trying to find a huge straight stretch of road and getting in a bus/oil tanker and driving so fast that the thing would start having a spaz attack and immediatly blow up if anything tipped off it.
Electric rail lines were fun too for just zapping yourself.
GTA 2:I loved running around the gang hideouts/factories and blow the crap out of the all and getting the worst reputation with them so they would fight back.
Ooh! stealing a taxi and picking up random people then taking them on the ride of their lifes!
Get outta my car asshole/gimmie your wallet! police help! etc etc
GTA 3: I used to go the all glass 2 story building in the middle of staunton island and shoot people and destroy cars from the second floor. The cops and Army couldnt get you up there especially if you parked your car on the stairs.
It was a short drive down from the internet cafe, which was similar in design.
Speaking of which, I used to go to the second floor of the internet cafe and wait for some person to stroll up there with me and when they walked in front of the windows I combat shotgunned them at short range so they flew back and out through the glass window onto the ground below. It was awesome.
GTA Vice City: I used to drive up and down the dual road between the Greasy Chopper and the docks on a Faggio with a 6 star wanted level, seeing how long I could survive the mental tanks and army trucks coming after me. You can last surprisingly long on that little thing, and it was great fun!
and damn the way if you left your car idle for more than 10 seconds some random dude always carjacked it.
I also think we all had great fun in the Malibu Club with a minigun or molotov cocktails
GTA SA: Far too many things to mention, but I loved using the give pedestrians weapons cheat, the all pedestrians fight cheat, and the chaos mode cheat (which turned the city into the way it was during the LS riots in story mode). Utter chaos in the streets! Peds blowing the crap out of each other, random lads shooting rockets into walls and ak47 fire all over the shop!
To top that off, I often hopped in a hydra and turned on a 6 star wanted level then engaging in dog fights with the other hydra's that come after you. If anything went wrong I would parachute down into the chaotic warzone city and try battle my way through side alleys and streets to get back to my safe house.
GTA IV: Meh, not a huge fan to be honest. Playing on top of the big crane in the city centre was fun with a high wanted level.
I could rant on about these games all day. Ill spare ye all though with my long enough post as it is.