Eh, each game had a very different feel. I didn’t play GTA 1 or 2, so I’ll start after that point:

1. GTA III - caricatures the mafia, but otherwise I’d somewhat light on satire
2. GTA VC - lots of satire about the 70s and mafia in Miami
3. GTA SA - lots of satire about a wide range of topics, from 90s gang culture to the burgeoning tech scene in San Francisco
4. GTA IV - lots of statements about the immigrant experience, with satire along the way
5. GTA V - satire about middle class life in LA, the excitement of tech getting stale and turning bad, etc

Each has a fair amount of satire and something to say about the world, I just found GTA V a lot less interesting than previous titles. GTA IV is my favorite for a playthrough, GTA SA is a close second (I love exploring SA).