I'm going to have to forego a substantial review of the gameplay at hand here because you are mostly subjected to similar go-here-and-shoot-all-the-guys errand running, and the mission design is greatly outmatched by games made both before and after this installment of the same franchise.
My main concern with this game and a reason I have great admiration for it is the narrative, mainly viewed from my perspective and context as a resident of the same banished part of the world as our Hero
here, Niko. The brilliance of the writing of this game are exasperated by (to the outsider) seemingly absurd hopelessness of Niko and his more settled in counterpart, Roman. Such an inexplicable and constant sense of it may seem as a device used to stretch the edginess of the story, but is an all too familiar disease, hardwired into the mindset of a group of peoples that have been displaced, raped, bombed and torn apart from the direction of all 4 axis of the compass (look up the word Balkanization), for centuries, whos own family relations are based on sickly manipulation based on codependency, and conditioned selfishness (watch: The Marathon Family) which ultimately led to depravities unbeknownst to all of them committed to their very own siblings, who have suffered the same fate as them perpetually.
Niko and Roman were born out of this depravity. Many in the same boat as him have witnessed horrors best left unannounced happen to their very dearest. A human left to exist in such circumstances are only left to be conditioned by them, to be chopped into a disfiguration of a human being that, in a video game context, can easily be interpreted as another edgy male protagonist with a dark past that is a trope you all know has been tried ad nauseam. But Niko is much more than that, and the mirror of his being beaming into our own world is a projection so strong that this might as well be mine, or my friends, or my cousin's father for all I know. Niko is real, and there are many Nikos living on this Earth right now, with the details swapped out.
Niko and Roman are situated in a Point Nemo, so impossibly far away from content or joy, but have both found some sort of depraved goal within the chaos. Roman, settled into American society, has bought into the usual trite vices of an average New Yorkian: women, money, the American Dream which is, of course, refuted in a very Balkan way by Niko in casual dialogue (https://www.youtube.com/watch?v=HthXI7B4NW8
). Niko is of course, driven by revenge; but this revenge is not any sort of avenue for solace or joy: neither the journey nor the destination bring any happiness to Niko, the 'goal' serving only as a driving force to even keep living at all, a desperate reach into giving everything meaning and conclusiveness which is never given to him. The biggest curveball of the writing and the most impressive from an objective standpoint is the inverse revenge story. From the beginning up until this point the entire narrative focused on pushing towards this goal that Niko is seeking to attain, and when the payoff is finally offered to him... He can't do it. You're not supposed to kill Darko of course, which is exemplified by the game having Niko and Roman be in a slightly better mood if you decide to go for the de facto canon decision here. Everyone knows, as does Niko himself, that nothing would change if he killed Darko. "Only those who die get closure, the living do not." Indeed. No matter how much you get fucked over, at least in these parts you know that there was at least some, if ever so miniscule, reason for them doing it while in search of a way out, and there is always the thought that some twisted aspect of your own being would've done the same if given the right circumstances. This feeling is further exasperated by Darko himself, with the questions posed by Darko as to how much of a hypocrite Niko is. "How much do you charge for a life?". Niko is then awash with questions of his own corruption, and how much it was affected by the things he had seen and lived through.
In midst of all the hopelessness, the only joy Niko and Roman find is momentary respite from tragedy. No matter if he chooses to forego his morals or not, Niko is once again given a harsh reminder of the curse laid upon him since birth and the knowledge of the possibility of anything going wrong at any moment. The ending is victorious; yet bitter, a fleetingly pretty concept used by none other than Šijan himself.
Jesus. The way I've written this all up this seems like the bleakest fucking game of all time. But you must remember that this is only one dimension of the writing here, this is only the Black without the Comedy. Like Šijan's opuses, GTA IV is a black comedy. A hilarious and gritty universe, that features a hysterically tragic story - once you decide to unwrap it from the veil of comedy.