What should i buy?

GTA IV is hard to recommend, as it's a poor PC port, on top of having a truckload of DRM.
Some fixes can be applied, but you would still be looking at a barely playable game...

Saints Row the Third should also be avoided, if you have AMD hardware.

Yeah gta 4 nedds a windows live activation as you said. When you open the games, you need to activate via in game plug-in with windows live, and cannot play without internet.

Voted for L.A. Noire, I enjoyed it much better than any of other remaining games.

Next would probably be SR3, then GTA IV, then SR4.

If you're into GTA-like game, pick SR3.
If you're into detective-like game, pick L.A. Noire.

Weed