Each main entry has advanced the series enough to not feel like I'm playing the same game each time, imo.
GTA: The original.
GTA 2: Didn't like it one bit, but there were enough changes to make it feel like a completely different game.
GTA 3: Reasons are obvious.
Vice City: Interiors, talking protagonist, empire-building, helicopters, etc.
San Andreas: Three huge environments (four if you count badlands), greater mission variety, RPG elements, planes, parachutes, Samuel L. Jackson, jetpack, fully customisable character, swimming, stealth mechanic.
GTA IV: One huge city, complete overhaul in physics (most significantly with driving), online play, brilliant phone system, a story that can be as sober as it is intoxicated, friends system, cover mechanic, vastly improved targeting system, internet, TV...
Whilst the core elements of rags to riches story, driving around a sandbox environment, killing anyone you see, wasted and busted are all there, it's clear that Rockstar put in enough effort and pay enough attention to detail to make each game as different an experience as it possibly could be.
I have full faith they'll do the same for GTA V.