My favorite LS mission was Reuniting The Families. The toughest one for me was the mission with Big Smoke where you went to the hotel and fought the russians. I can't remember the name...but the last part of it was a pain.
I would definitely like the game to be bigger, but if they could make an even more detailed city the size of SA, I would go for that. Like being able to enter houses would be cool etc.