I guess it depends if you are more into playing an online multiplayer shooter or a mostly singleplayer open world sandbox experience. Both GTA IV and Saints Row 3 do have multiplayer, but I don't think either have particularly active communities anymore.
If you want the open world sandbox, I might take Saints Row 3 over GTA IV simply because GTA IV's PC port was pretty horrible, and might not even work a few months down the road due to being bound to the Games for Windows Live service, which is shutting down this year. In terms of tone, GTA IV is much more serious and realistic, while Saints Row 3 is the complete opposite, with incredibly silly weapons and scenarios.