It depends on what you mean by "best".
If you mean which game had the best gameplay quality, I'd have to say GTA: IV. It gave the most realistic experience of them all hands down.
If you mean which game was the best by the storyline, I would have to say I rather enjoyed Vice City.
If you mean which one was the most fun all together, I would have to say San Andreas because I had so much fun playing SA-MP with my friends. I mean it seriously never got old.