I'm not sure why, but as much as I try immersing myself in this world I just don't get the "I'm there" feeling that I get in Crackdown and Just Cause.
GTAIV has more things going on in the city, more people, cars, better lighting (well JC has pretty nice lighting too). But I dunno I just feel like I'm in Silent Hill Sandbox. You're in a city, but you can't do anything but walk/drive around the streets. There are all these cool looking buildings with signs and stuff...but you can't go in them. If you're not doing missions and you just want to live the life, it just feels like there isn't much to do after a little while besides walk around or drive around. You can look for pigeons, but they're not that easy to spot. It just feels like all the buildings could be changed from stores to texture-less lego blocks and it would be the same since they don't affect anything.
I just felt like I had a lot more freedom in Crackdown (jumping through stunt rings, finding agility orbs, leveling up items) and JC (parachuting, driving through jungles, driving boats & swimming underwater, flying helicopters around).
GTAIV is great for the missions. I'm really liking them and the story, but I mainly play sandbox games to not do the story and just have fun living in the city and GTAIV is really not doing much for me. I climb onto the mono-rail tracks and run around and jump onto rooftops, but Niko's running jump sucks and I can't make most jumps