Hotline Miami [Steam store page]
Prepare to enjoy smashing open heads with a bat, slitting throats, and shooting enemies at breakneck speed in a psychedelic environment.

Grand Theft Auto III [Steam store page]
The first 3D third person sandbox game in the series. Unfortunately only a hint of a story, so after a few minutes roaming around and a couple missions it lost my interest. I found Just Cause 2 to be a much more compelling sandbox game

Grand Theft Auto 2 [Steam store page]
More interesting weapons and interaction than the original Grand Theft Auto, but still top down and rather rough.