I killed Playboy X for his penthouse and because I had a sympathy for Dwayne, since he had pretty much nothing. I remember actually inviting him to do something because I seriously felt sorry, even though it's a game.
I really enjoyed the GTA IV saga. I can see why some people didn't, but the combination of the story, characters, and crazy gameplay kept me satisfied for the 30+ hours of the main story and 10+ each for Lost and Damned and The Ballad of Gay Tony.