I voted more than one.. but i prefer above all.. city rooftops.
I love games where you have this feeling that you are part of something more than just where you are playing, on city rooftops you can see the lights and cars and hear the sound of car horns and people walking and stuff. I think its great. BUT as joozey said: 'depends of the gameplay type'

I remenber playing GTA 1 from `playstation 1, i always got the feeling that something was happening more than what is happening in my screen.
ooh nostalgic felling. lol