Saint's Row 2 is, imo, a GTA clone that is better at being GTA than GTA4 :P Hell it even has coop so you can share that insane, over the top, non-realistic violence with a friend, which makes the experience incredible. What's even better, the two players are not held together by invisible chains, both of them can be at complete opposite sides of the city and still do whatever they like. Your friend just gets teleported to you if he chooses the positive option in a prompt that appears when one starts a mission.
But as with GTA4, be advised that the PC port apparently runs very poorly. I actually played it on the xbox360.
Still I think the PC version was 5$ on direct2drive recently, dunno if it still is. For 5$ the apparently crappy PC version might be worth a try.