All of the older Grand Theft Auto titles were saved by modding originally (ignoring the remade definitive edition trilogy of course) GTA III, GTA Vice City, GTA San Andreas, and even GTA IV were all released for older hardware and much different technology at the time they were released, so there's some weirdness getting each of the games to run without issues or well on modern hardware and modern Windows. GTA IV specifically has a notoriously bad PC port that is at times hard to play without any mods or community made utilities.
All four games are substantially better with mods, from small things like restoring the original soundtracks for each of the games that have since been patched out due to licenses expiring, improving performance and stability, bug fixes, and even things like widescreen support. (Original GTA San Andreas specifically looks amazing with widescreen support and some other mods throw in)
My favorite mod currently is the GTA IV downgrader, found on GTAForums, it downgrades the version of your game, making it compatible with all of the most important utilities and mods made by the community.