The best parts are probably just walking around and seeing the kind of shit other people get in too.
Seeing cops pull over regular people is a nice touch. Theres a forklift that has a gas tank on the back of it that you can shoot and flames will shoot out of it for a little bit before it explodes. I think some hot dog vendors also have propane tanks you can shoot.
But man, there was a guy who bought a hot dog, and another guy bumped into him and he dropped his hot dog. So this guy gets pissed and starts a fight with the other guy, and eventually one of them pulls out a gun and starts firing. Well this alerts the police, and the guys start shooting at the cops and kill them, and now theres a whole shitton of cops who clusterfuck into this little intersection. Pedestrians get runned over, shot, blown up, and eventually the two guys get shot as well. All of that just over a hot dog.
Thats the kind of shit that makes this game great.