All of them are good.
3 feels raw, wonky and clunky at times, and the plot at times is a bit eh. The characters are however great, the game definitely has it's moments, the game being kinda unrefined gives it a somewhat gritty feeling even though it's the bridge between the top down more arcade world and the 3d more serious world.
Vice City has a e s t h e t i c, a more refined world and narrative and feels a lot more alive than 3, also in part due to the setting. It is also way less frustrating (mostly).
San Andreas has a shit ton of variety due to R* just throwing shit at the wall to see what sticks (most of it did). The customization blow most other GTA games out of the water and not limiting itself to a single city setting gave you this more epic feeling of cross country adventure. Most of the characters are also extremely memorable and lovable and the plot feels over the top in just the right way. If you can't tell, SA is my favorite (although I think nostalgia also has a huge part to play in it).
