Mafia 2 isn't really that open. You're kinda forced to do missions.
Also, I really didn't like the game that much.. They should've stuck with the multiple endings like they had planned.
Saints Row the Third can get boring fast but as for open world.. it's pretty god damn open.. You can do quite a bit of fun activities and even mess around with friends.
Haven't played Sleeping Dogs, heard good things though.
If you plan on buying Just Cause 2 I'd wait for a sale. That game goes down to like $5 if I recall correctly.