Liberty City (where you do your business) is broken into three islands. Portland, where you start, is the industrial district. Here is where you can find many good vehicles, such as the Diablo Stallion (the flame car with a blower) and the Mafia Sentinel (the gray cars with the spoilers). Your first jobs are with the Leone family, and eventually you'll do work for the big boss, Salvatore Leone. 8-Ball, your friend from the police van, will help you in several places.
After you complete the final mission on Portland, you'll recieve word from the news team that the Callahan Bridge has been repaired (this is the bridge blown up in the intro if you watch it fully) and you can move onto Staunton Island, the commercial district. Here is where you'll get to see such cars at the Infernus, the Banshee, and the Cheetah, the fastest car in the game. This area is where the Love Media building is, as well as Kenji's Casino and the Colombian hideout. It's also much more tightly woven than Portland, and easy to get lost in.
Once you begin the mission "Grand Theft Aero", you'll recieve another announcement, saying the Shoreside Lift Bridge is repaired, and you'll have access to the final island in Liberty, Shoreside Vale. Shoreside is the residential district, and home to the Francis International Airport, and the Liberty City Dam. This island is not as tight as Staunton, and a little easier to get around in. The Cartel are rampent here, as this is where the "leader" hangs out.
A few secrets about the game. Hookers do have sex with you, but there are a few rules you must follow. First off, never try to have sex in Staunton, as it's too tight to have any privacy. The best places are your hideout in Portland, near the observatory on Shoreside, the beach below Salvatore Leone's house, opposite Joey's Garage in Portland. Hookers also favor limos and sports cars, but ignore police cars, SWAT vans, semi trucks, Barracks OL's, the tank, and any delivery truck. If you're in a convertibletry to have sex, your health automatically goes to full and the hooker simply gets out. (quick screw, huh? )
It is entirely possible to blow off limbs of other people, especially with the shotgun. The sniper rifle works best, though. Chatterbox 99.1 will sometime have people talking about you, or even Toni will make an appearance. Another fun thing is it you're using the PC version, you can add your own MP3s to play with driving.
Stealing a cop car nets you 5 shotgun shells plus the gun. Stealing a SWAT van nets you the shells and armor. Stealing an ambulance nets you 100 health. If you press the TAB or CAPS key in an ambulance, fire truck, taxi, or police vehicle, you'll begin mission where you do things for money, like catch bad guys or take fares around in cabs. I made $500,000 doing this once.
There are certain jumps around the city that net you money for "Unique Stunt Bonuses". One example is clearing the hangers at Francis.
If you want more info...let me know. I got all there is to know about GTA3...