Personally, I want some of the madness but I also want a cohesive, attractive aesthetic and some fun writing and characters that aren't just daytime TV parody. Saint's Row is cool, but it's really grown into it's own identity now and I'd prefer it stayed that way.
Basically, Vice City and San Andreas did it best for my tastes. I did like IV, despite some of it's issues, but whereas the tone originally seemed novel in the trailers they didn't follow through and it just wound up restricting things and butting heads even with the more in-check design.