I bought the Grand Theft Auto Classics pack from Steam for 30 dollars. 5 games, GTA, GTA2, GTA III, GTA: Vice City, and GTA: San Andreas. Reliving some great memories here...
There are a few minor problems, but all of the games (except for GTA2) work real smooth on my computer from the start, in 1680x1050 (much better than what I remember from their PS2 versions):
Won't Run: GTA2
Sound clips crackle and cut out sometimes: GTA III, GTA: Vice City
Headlight flashes don't show: GTA III
Cars look very dark: GTA III (I found an .exe to fix this problem)
Had to use Joy2Key to properly configure my Xbox 360 controller: All
Can't wait until GTAGarage (a mod site) re-opens so that I can start playing with mods! But I'm still having a surprising amount of fun with these games.