I havent played GTA IV in several months as I devoted my time to Fallout 3... recently though I finished Fallout and picked up GTA again... however, after coming back to GTA, I began playing differently....
I now play with no radar, no HUD, no subtitles, no GPS speech, nothing... all I see on screen is Niko, and the world.
I know where all of the major locations are, such as safehouses, vehicle locations, heli locations, pay n sprays, etc. by heart, so after I smoke a few bong fulls and enter Liberty City, it's like entering a real world.
You begin to navigate by your scenery rather than your map. Evading police is 10x more intense because you do not know where their line of sight is, or if there are more cops on the next street. You need to be aware of what weapons you have and how much ammo for each since you can't see that info.
Pretty much playing like this took my GTA IV experience to the next level, learning the city like a real place.
I recommend some of you give it a try some time.... if you can handle it.