A good question I have searched for... 
The hardest GTA is definitely San Andreas. Damn some missions are damn hard, like N.O.E. and Vertical Bird. I haven't really passed them fully by myself YET.  
Then Vice City Stories was second hardest even though I beat it in about 3,4 days. The main reason was "High Wire" that took 2 days of me and in these two days I could have completed the storyline faster but I managed it anyways. 
GTA III had some suicide missions, I mean in Ray's mission you also have to gain a couple of wanted stars and then the Colombians are armed with every single weapon at a point of the missions. And some time limit missions are real hard like Kenji's GTA. 
Vice City was quite easy but Demolition Man and Dildo Dodo put you into a limit. 
Liberty City Stories was absolutely easy, completed 85% of the missions on first try. Steering the Vote and Love on the Rocks were hardest missions.