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WARNING: Spoilers Ahead!!
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from gta4.net

Grand Theft Auto IV Missions

Remember, kids - it's only illegal if you get caught!
The mission structure of Grand Theft Auto IV is considerably different from previous games in the series. Rockstar North are aiming to give players more freedom, more choice, and a greater sense of control over their character's destiny. The game still follows a narrative path, but it's quite different in the sense that the story can be told in a number of different ways, depending on the player's actions.
Rockstar are trying to blur the line between on- and off-mission. In previous titles, once you started a mission, you were given an objective which had to be completed before you were able to do anything else. In GTA4, you can start a mission, then do another mission which is completely unrelated, before finishing the other mission some time later. We are used to the story progressing linearly, but in GTA 4 you have the ability to shape it yourself. It won't necessarily affect the outcomes of the story, but it will affect the way we arrive at those outcomes.
GTA IV also gives you the ability to arrange missions by yourself, instead of acting like a slave and taking orders from other people. To a certain degree, you call the shots now. In addition to being able to receive phone calls, Niko can actually make them. Yellow markers represent missions, and walking into these will trigger a cutscene.
Taxis now play a more active role during missions, and can be hailed at any time. During the ride you can either sit back and enjoy the views, or "trip-skip" to the destination of your choice. Of course, you still have the option of stealing a car, but it's a bit more risky if the cops are present. If the latter option is your preference however, the car's GPS system will highlight a recommended route (in yellow) on the radar.



Mission Preview #1: "Call and Collect"

McReary wants to meet Niko in person to discuss another favour. The meeting takes place at Castle Gardens, in a pedestrianised area next to the river which contains a circular water fountain area, views of the city, and a glimpse of the Statue of Happiness in the background. McReary wants Niko to retrieve a memory stick from an unknown blackmailer, and then return it to him. The memory stick contains sensitive data about McReary.

McReary wants Niko to identify and kill the blackmailer.

McReary: Were you followed?

Niko: Hey, strange seeing you here, Officer McReary.

McReary: I told you to come here, you fucking maggot!

Niko: You did? Why?

McReary: I know about you.

Niko: Know what?

McReary: I know enough, boy.

Niko: Oh, what do you know, boy?

...

Niko: I don't know what you're talking about, chief.

McReary: Do you think this is a town that can keep a secret?

Niko: I really don't know what you're talking about.

McReary: Yeah you do. You know that a man's gotta do what a man's gotta do. The people ain't perfect, their life is a mess...

Niko: Sure, everybody knows that.

McReary: So. You look out for me, and I don't look out for you. Know what I mean?

Niko: I think so.

McReary: So, there's a guy trying to blackmail me.

Niko: Who?

McReary: I don't know. Thinks he's getting paid though. The guy's smart. He arranged to do the exchange by the Humboldt River off Silicon Street, said to call him from the viewpoint there.

Niko: OK...

McReary: Listen, I did what I did. I made a mistake. That don't make me the devil. Now obviously I can't go, because then he gets a picture of me giving him money and then I'm admitting guilt. I ain't guilty of nothing, other than being a man.

Niko: To be honest... I don't really care one way or another...

McReary: Call me when you get to the spot.

The only information available is the blackmailer's location and his phone number. The plan is to drive to the blackmailer's location, phone him so that he can be identified in the crowd, and then kill him to retrieve the memory stick. Niko jumps into a black Comet, and travels to the viewpoint of the blackmailer's location at Union Drive East. He phones McReary who issues further instructions. McReary sends a text message with the blackmailer's phone number. The text reads "Call the thief's mobile and see who answers their phone. Keep him talking until you identify him." Niko phones the blackmailer:

Blackmailer: Hello? Who is this?

Niko: A friend. I am calling about your exchange with McReary.

Blackmailer: Yeah. He better have my paper. I ain't fucking around.

Niko: I'm sure he's got your money. Have you got the stuff that he wants?

Blackmailer: Yeah I got it. We going to make this shit happen? I don't mess about you know. Push me and this shit is all over Weasel News. I got them on speed dial.

Niko: Really...

Blackmailer: Yeah. And there's a lawyer called Tom Goldberg who's real interested. He's hungry for McReary's blood and shit. Yeah.

Niko: Good thing Francis is paying them.

Blackmailer: Call me when this exchange is going down. I don't like all the talking, yeah?

A ringtone can be heard when the call is made. Niko needs to get closer to figure out where it is coming from. The blackmailer must be identified and killed. Since this was carried out in broad daylight, a two-star wanted level is gained. Niko must evade the cops and return the memory stick to McReary in order to complete the mission.

Niko: Yeah, he's dead.

McReary: Great, I can get rid of these now. I feel like a new man. Not many people get a second chance like this. Thank you.

Niko: Your sins are absolved, I guess.

Mission Preview #2: "Final Interview"

Francis McReary, a corrupt police officer, has some dirt on Niko's past. He wants a few favours done in return for keeping quiet about a felony Niko committed. The first thing he wants you to do is kill Tom Goldberg, a lawyer from the law firm Goldberg, Ligner & Shyster, and then retrieve some files from his office.
Niko takes a cab to the TW@ café in Algonquin, and submits a fake resumé to the Goldberg, Ligner & Shyster website. The plan is to arrange an interview so that he can gain access to the building without raising any suspicion. He then calls McReary to confirm that the resumé has been submitted, and shortly afterwards Karen - a receptionist from Goldberg, Ligner & Shyster - calls to arrange the interview:

Caller: This is Karen from Goldberg, we'd like to arrange an interview at your earliest convenience. Come into our offices at noon tomorrow, is that alright?

Niko: I can free that period up in my schedule.

Karen: Super, your interview will be with Mr. Goldberg. Identify yourself to security and they will show you up. Have a nice day.

Niko calls McReary to confirm his appointment for the interview. It takes place at noon tomorrow, so other business can be dealt with until then. Niko must look presentable for the interview, so new clothes can be purchased at Perseus, a quality menswear store marked by a t-shirt icon on the radar. If you forget to change clothes, a reminder will be given prior to the interview. A chocolate suit is purchased for $1000, in addition to some shoes for $200. At Goldberg, Ligner & Shyster, the receptionist welcomes Niko:

Karen: Mr. Bellic, welcome. I will just see if Mr. Goldberg is available... Mr. Goldberg, Mr. Bellic has arrived for his interview.

Goldberg: Alright great, tell him to come to my office.

Karen: Uh huh, I'll bring him through. Would you please follow me, Mr. Bellic.

Karen takes Niko to the meeting room on the third floor of the building. Goldberg begins talking, but this isn't a cutscene and Niko is free to fire the shot(s) at any time during his speech. "Hello, Niko! I'm looking for a man who can get jobs done right. Nikolai, I like your resumé. You seem to be the sort of man who would go the extra distance, a man who's struggled. I just need to take another look and get myself reacquainted with your experience.... So you're the sort of man who doesn't wait to get told what to do, a guy who looks at the world, sees problems, and..." - Niko pulls his gun out. "Woah, woah, hold on second there friend! We're lawyers, we don't need guns! Strong move though, I gotta say, I like that style... I'm all about the Second Amendment... guns don't kill people, videogames do!"
Once the files have been retrieved and Goldberg is dead, the receptionist runs for help, and a three-star wanted level is gained. Cops enter the building and take cover behind objects. In this particular demonstration, Niko takes cover behind a cleaner's maintenance trolley. Niko must now escape from the building and evade the three-star wanted level to complete the mission.
Mission Preview #3: "Search and Delete"

Brucie wants Niko to take out a police informant, before he is able to testify against Brucie's friends. The informant is currently in hiding, so the plan is to steal a cop car so that Niko can access the on-board computer and retrieve details of his whereabouts. If Niko struggles to locate a cop car, Brucie will send a text message advising him to phone 911. The cops will arrive and inspect the scene, and then Niko can ambush them.

Brucie: I need you to whack some people, in their hide.

Niko: How do I find it?

Brucie: Man, you're cold! You didn't even blink! I love that! Fucking love that. You've got to steal a police car, get away from here, and give me a call.

Niko: Alright Brucie, I'll give you a call.

Brucie: ICE cold man! Ice cold! Woo!

Once the cop car has been stolen, Niko phones Brucie to update him on the current situation. The on-board computer lets you access a police database which holds information on every individual in Liberty City who has a criminal record. Niko selects "search by name / photo" and types in the name of the informant, "Lyle Rivas". The informant's last known whereabouts is 99 Long Road, Broker. This address is then entered into the car's GPS.

Niko: I'm here. I have a computer.

Brucie: You're a badass, man! I love it. The snitch is named Lyle Rivas, type it into the computer, and you should get some 'known whereabouts' shit. I'd take 'em out myself but when people see me coming they fucking RUN, man! Know what I'm sayin'? Cats don't wanna mess with someone packing 24 inch guns by each of their sides, baby, YEAH!

Niko: I'll track down this Rivas.

Brucie: Cold, man! I'm feeling chills down the phone! Call me when it's done, bro.

Niko approaches 99 Long Road, and knocks on the door before entering. Niko says that he has a message from Brucie, and the informant responds "Brucie? I thought he was fucking joking. Shit!" Rivas makes an escape out of the bathroom window, and a chase begins, which eventually leads to Francis International Airport. After reaching a dead end, Rivas attempts to escape on foot. He must be eliminated in order to complete the mission.
Mission Preview #4: "Deconstruction for Beginners"

This mission begins at a mansion in Algonquin which belongs to Playboy X. He was introduced to you earlier in the game by Elizabeta. Playboy greets Niko, before making their way up to the penthouse floor and onto an outside area. "This is my town!", he remarks. He then introduces Niko to Dwayne Moore, who just got released from jail.

Niko: So I guess you do OK?

Playboy X: Yeah OK. But uh, what about chu? What motivates you?

Niko: Hmm. Well, I need money... this pays, I can do it, I don't care if I live or die, and I'm looking for someone.

Playboy X: Someone special...

Niko: Yes. You could say that. So, why do you need me?

The next scene involves Niko and Playboy together in a car. They make their way to a development site in Castle Gardens, which was recently bought by one of Playboy's friends, a wealthy Arab man called Yusuf. "There's an alley we need to hit up just off of South Parkway." The mafia have become aware of the project, and are doing their utmost to disrupt it. A strike has been called, and Yusuf wants Niko to identify the leaders of the strike and then eliminate them. "That cat and me is gonna be tight as two cellmates on a lockdown after this!", says Playboy.

Niko: I don't know how good your plan is though, Playboy. If I get rid of the guys on the site, will there be more? If it's a union thing doesn't that make it bigger than a few guys with guns?

Playboy X: You best take them out with your rifle before you hit the rest of them. I'm going to get in position where I can see all the shit going down. If you can take out the main cats, the rest of them shouldn't be a problem. When you in there, I'll give you the lowdown on where these main cats is at.

Playboy has sniper rifles and grenades stored in the back of his car. They take the sniper rifles, and use a service lift to get to the top of a high-rise building. They take out the guards, who are located high up on different cranes situated on the construction site across the street. Playboy provides Niko with an earpiece, and Niko then makes his way down into the construction site. Niko takes the car over to the construction site to use as cover. A shootout begins, and Niko must kill the union leaders before they are able to reach a helicopter.
Mission Preview #5: "Truck Hustle"