I mean, I played all of them as they released, at least from 3 onward. I picked up GTA2 for PS1 from a discount bin way before 3 was even announced which is what had me so hyped for 3 in the first place. Though for 3 I waited until it was on PC as I didn't have a PS2 then; but by VC I had a PS2 and had SA on pre-order (I still have the bandana bonus from it somewhere).
My recollection of when things happened is fuzzy AF though lol