Got to be GTA:SA, although GTA3 arguably started it (yeah ok there was GTA1, London and GTA2 before but GTA3 built on them so much it was essentially the start of its own series) SA built on it and Vice City so much it was staggering, I still don't know my way all around the islands of SA but I knew (haven't played them for a while so my memory's fading) GTA3 and Vice City like the back of my hand.
Sam