I always go though the story and limit the shenanigans until I finish the story. I do not fly through it but I stick to mostly it and try to make it last by good pacing and screwing around outside missions only a bit. Online play, as always for any game I play, is saved for until after I beat the story.
The Jess Margera Rock Radio Show 7PM-8PM EST every Wednesday night on PoochFM.com
Single player first... unless I have some eager friends who invite me to play MP while I'm in the single player.
Although I generally don't enjoy MP as much as most people, I can honestly say that GTAIV was the most fun I've had playing ANY online MP game yet. The best was just going into free roam and playing self-conceived games like helicopter and boat jousting, king of the hill with friendly fire off and rockets on top of the skyscraper by the helicopter tours, marco polo with radar blips turned off, whoever is it calls marco, and everyone has to shoot a rocket into the air, then he has to hunt us down, he's the only one who can use a weapon (other than rockets to flare out location of course). Plus things like the swingset car cannon and the water pipe vortext glitches.
Long-winded tangent aside, I'm hoping to be able to have just as much fun with my friends in MP for GTAV as I did in GTAIV... I doubt it though since the guys I played with were just ps3 acquaintances and I'm going to buy GTAV on 360.
PSN: Davelicious GT: DavePeesThePool NEW SETUP: http://i231.photobucket.com/albums/ee174/Davelicious406/DSC02294.jpg