SR2 is for screwing around (going on rampages, cop chases, using crazy weapons, etc.)
GTA4 is when you care about the storyline and want to play the campaign
GTA4 is fun for screwing around too, but the guns aren't really fun to play with as much as SR2 and the car handling is as suited for high-speed cop chases (unless you've played Gran Turismo all your life and have it pretty much down... bad comparison, but you get my point).
