This is the one to have imo. The other two are a nice nostalgia trip, but the one I've always wanted to play again and do more in was this one as well as GTA IV. For some reason those two games in the series speak to me a lot more. Well, one has to do with San Andreas basically having a black character I could more easily identity and associate with my childhood or upbringing and pretty much a lot of the types of movies I watched growing up. For GTA IV it was the character and family aspect, the immigrant story that made me very much connect more to that character, especially his cousin. Even the first place he had reminded me of something me and my mother use to stay in many, many years ago.
So the GTA games that have the strongest significance for me are San Andreas and GTA IV.