After almost 5 years away from GTA IV, I just played TLaD and TBoGT the last couple of weeks.
Aside from it feeling really dated after playing Sleeping Dogs not too long ago, they were a mixed bag. I thought TLaD was basically a throwaway episode, with mostly uninteresting characters and missions. TBoGT was a lot better in that regard, and had a lot more variety to the missions as opposed to just driving to a location, having a shootout, chasing the last couple of guys from the shootout, and then escaping the cops.
As far as the original GTA IV goes, my one big gripe has always been the controls, especially controlling the vehicles. Any mission that involved a vehicle chase of any sort, there was always a pretty good chance that it would end in failure because of something stupid involving me getting stuck on something in the environment. Incredibly frustrating. And then in the 2 episodes, the motorcycles and helicopters are just dreadful to control, particularly in missions where you have to destroy whatever it is you're chasing. It's just not a whole lot of fun. Even just moving around on foot, I never really feel like I'm in control of my character -- too much of my time playing the game is spent fighting the controls.