Without a doubt, Red Dead Redemption...by a long mile.
All their games have huge production value, but only RDR isn't marred by shallow gimmicks to try to appeal to gamers. GTA is basically a crime simulator, as is most of their games. Max Payne 3 had nothing but great graphics & gratuitous violence, mixed with asinine narration and a crappy story. Take that out, and the games become incredibly mediocre.
RDR was an improvement in every aspect.
Although I will say that GTA5 does show lots of promise.