Grand Theft Auto 2 is really where it began for me, and it's also where I have my most fond memories even though I've played all of them (yes, even the spin-offs on PSP).
The funny gibberish voice acting when answering a phone and beating up a bunch of Elvis-followers was always fun! I still remember the cheesy intro line when first starting a game, "And remember, respect is everything!". I don't have any specific memory to address simply because the early Grand Theft Auto games altogether were a part of my childhood -- they melted together in a nice car theft-cocktail.
Besides that, I remember browsing through the hardware charts of Tom's with my dad like 8 years ago because I heard a new Grand Theft Auto game was hitting the streets soon (at the time, GTA IV for consoles). I wanted to be prepared and the performance-per-dollar charts were great for finding the right parts. I've been using those charts ever since when buying new parts.