As a certified insane GTA addict and general game soundtrack enthusiast, I of course have all the GTA soundtracks (and listen to them fairly often). Since there was no soundtrack ever released for GTA 3, the only way to get the songs was directly off of the disc. This also had a nice side benefit of getting access to all the little DJ interludes, and the entire contents of the talk radio station.
After poking around a little bit on how to do the same for Liberty City Stories (since there is no soundtrack one can purchase), it occurred to me that I'd never gone through the "complete" soundtrack ripping process on the other PS2 generation GTA games (Vice City and San Andreas). A few useful GameFAQs and some music software purchases later, I've deconstructed my Vice City disc into a truly "complete" soundtrack edition, with all the radio content in the game as well little bonuses like the intro music. In the process I learned a great deal about WAV editing and MP3 conversion, something I'd been meaning to play around with more for a while.
It is a little unfortunate that I had to grovel around with crazy editing tools to get this though. Although the GTA games have generally set a very high bar for soundtrack releases (especially compared to almost any other Western game), there is still a lot of awesome content there with no official way to purchase it. Compare this to the numerous Final Fantasy soundtracks and remixes... heck, I even have several books of FF sheet music! I certainly don't feel any ethical remorse, given that I own 3 copies each of Vice City and San Andreas, and 2 copies each of Liberty City Stories and GTA 3 (what can I say, I'm a completionist).
Thanks to the wonder of the iPod, I can now drive around listening to my hand-assembled uber version of the Vice City soundtrack. A pointless exercise in geekery? Absolutely, but it still puts a stupid grin on my face...