For those that do not want to deal with the inconvenience or danger of driving across town there are now cabs that will take the player to certain waypoints on the map.
Playing the game can lead to crashes at any time, which can ruin the amount of content played if it was not saved as well as just cause a lot of headaches due to fear of being booted at any time.
Games for Windows Live is an abandoned DRM service that is still left inside of some games including GTA IV, it basically means without hacks and workarounds the game is unplayable.