I just thought of something else. When I finished GTA3 I was glad that I was able to continue playing the game. It's nice to be able to do Taxi or Vigilante missions anytime I want, but one thing I was really wishing for is to be able to go back and replay any of the game's missions again (without having to start a new game). Some of the missions were really fun, and I'd like to see if I could do them better, or in a different way than I did the first time.
I haven't finished Vice City yet, but I assume it ends the same way as 3. In future GTA games I'd like to see them add a Replay option to the main menu. Either that or an object, like maybe a computer, at your hotel that allows you to access previous missions.