If you go AMD, get the Phenom instead. The Athlon II's do not have an L3 cache which hurts performance.
Overall, the Intel's run better, but if you are budget minded, then AMD won't hurt you either.
Like I said, I'm running on an AMD64 Phenom II X3 720 Black Edition. With just 3 cores, GTA IV runs pretty darn good at just about the highest settings. When I ran the benchmark, I get an average of 38.9 FPS with 88% CPU utilization (which just goes to show how badly optimized this game really is). I'm sure my FPS would go up more if I upgraded my HD3870, but for now, it works just fine.
So either a Phenom II (X3 or X4) or an iCore 3 should do you just fine.