GTA IV was
too rooted, to the point of being tedious. I don't think I even got halfway through it. Saints Row 2 on the other hand I've probably done from start to finish a dozen times, if not more. Saints Row 3 was good as well, but I guess I didn't find it as good as 2 since I've only beaten it maybe 3 times tops. I think the variety of clothing and vehicles in 2 helped, because of the ridiculous combinations you could make.
My brother's "Joseph Stalin, PI" was among the most memorable to me - Joseph Stalin running around in a brown suit, trenchcoat and fedora, with his trusty revolver and pimp cane, hitting the streets in a Baron or dogfighting police helicopters in a triplane. Saints Row 3 had its share of over the top but it didn't have quite as many ways to make it personal and thus memorable. Just the very act of trying to shoot down police helicopters in a triplane was hilarious, especially if you actually managed to down one.
That said, I still preordered SR4 within an hour of it becoming available on Steam.
Huh? I'm sorry, I was thinking about cake.