i'd say GTA 4 and Niko were my favourite game and protagonist. really loved how grim GTA 4 is tonally
Michael from GTA 5 is the best playable character from that game imo. Franklin is alright. Trevor is the one character I actively dislike, I just can't find him funny
I've played a bit of SA and Vice City back on my netbook in high school (everyone played those two games on their netbook at some point in our school, that game was passed around via a usb drive lol) but I didn't really play it all the way through, so can't really comment on those games.
I also used to play 3 when I was a kid (dont ask) but I dont really remember much. I enjoyed it though