I haven't played Red Dead Redemption, so I don't know if they've progressed, but I will admit that the lure of 1940s L.A. is strong, and the cast and apparent attention to creating a real noire feel is very very tempting. I'm just gunshy from GTA4 (especially after all the ridiculous hype it received...).
Being a zombie fan, I started playing "Red Dead Redemption: Undead Nightmare" for the PS3. It did not require my owning the original Red Dead Redemption, which was a huge plus.
I'm normally a mouse-and-keyboard person, but I found the controls reasonably intuitive and really enjoyed it. The graphics were not extremely highly detailed but if you blurred your eyes and focused solely on the lighting, the landscapes were incredible. When the sun sank beneath the evening clouds, it bathed not only the countryside with orange light, even my horse popped against the grey clouds.
It prompted me to buy the regular Red Read Redemption, and loved it. I craved more.
So I bought GTA4, and it absolutely sucked. The controls were oversensitive even with compensation. Running through the streets gave me severe motion sickness. And when on a motorcycle, turning at street intersections was really hit or miss.
I think the only claim to fame for GTA was that "Hot Coffee" mod, but the girls in GTA IV don't appear to be any breakthrough in graphics to merit that level of excitement, unless you're significantly underage.
I've written off GTA as a waste of time and seriously doubt I'll ever get into it.
(I've bought Borderlands; it's somewhat better, but nowhere near as nice as Call of Duty).
To close, Red Dead Redemption (and Undead Nightmare) handled large landscapes far better than GTA. Controls were a lot smoother and the gameplay much more enjoyable.