GTA3 had a nice plot. Vice City had a nice plot. San Andreas had the most crappy and inconsistent plot I've ever seen in a game. They should have done a way better job, considering R* already made two GTA games on same engine with better plots, and could have made it non-linear (different endings, depending on actions).
It's already told in that GTA:SA Intro prequel movie. Who and why killed CJ's mom.