There isn't much I like about GTA4 so I won't comment on that. CJ's story is "alright", not as good as Vice City, but then San Andreas was totally not about the story. The whole world is out there, slowly being revealed like your first girlfriends body. It may take a while, but eventually the soft, curved hills and the sweet and succulent, err, planes, become accessible.
Replaying SA, that's the most annoying thing. The first bit stuck in Los Santos is a game by itself, But SA becomes amazing when that gets out the way. Just like your first girlfriend, it was interesting taking your time to get to know SA, but you don't want to go through that to get to the good bit again.
Compared to the "stories" games though, SA has loads of freedom, even in missions, whereas the "stories" are a bit too linear with too many set plays.