Kind of wish I hadn't read this. Scroll down and read for the smaller tidbits of GTA IV, none actually related to the story. However, if you are dying to know, for example, which GTA-clone gets lampooned by Rockstar this time, that information is here. (And it's not the game you think!)

Details (Spoilers below)

* Mini-games confirmed for GTA IV include pool, basketball, darts, golfing at driving ranges and arcade games, such as Go Go Space Monkey, which was also featured in San Andreas.
* The trucking company from San Andreas, RS Haul, returns and missions based around the company have returned as well.
* 'Gruppe Sechs' securicars have returned and players are able to steal them and deliver them to locations for a reward, but this task is said to be much trickier than in previous games.
* The game features many references to 'Crackdown,' a GTA-style game available for the Xbox 360 which also uses RenderWare, GTA's previous engine.
* Vehicles such as the Stallion and Comet from previous games appear in IV, as well as the NRG500, a motorcycle. A new motorcycle called the NHG900RR is also confirmed to be in the game and is rumored to be the fastest one available.
* GTA IV contains photos of Vice City, similar to the maps found scattered around San Andreas. References to previous GTA games through graffiti is also spread throughout the city.
* Binco, Burger Shot, 24-7 and Clucking Bell are all returning, in addition to many other brands from previous GTA games. 'Alderney' features several strip malls where you can purchase food, clothing, and more.
* New York City-style news tickers on buildings will be constantly updated based on what crimes you commit in the game.
* There are several innuendos and references to the Hot Coffee mod for San Andreas.
* As previously mentioned, pedestrian actions will be incredibly varied and detailed compared to previous games.
* "Flushing Meadows (site of the NY World's Fair) is featured in its entirety, as is a recreation of theme park Astroland at Coney Island. Rides such as the Corpse Ride and Cyclone can be tested, and the major tourist spots will play a part in some missions."
* Sprunk can be purchased, as in San Andreas, to replenish your health.
* Similarly to Saints Row, yet another GTA-style sandbox game, phone numbers are scattered throughout the city and you can call them for whatever services they entail.
* A place called the Videogeddon Arcade allows you to play arcade games and posters attacking violent video games can be seen.
* The 'sky tram' featured on the box-art for GTA IV can actually be used as a mode of transportation, although it costs money as do the taxis.

Source: The GTA Place