If you want a go fast authentic game you should try Project Gotham Racing 2. I have demoed it. Very nice. I still play Burnout 2. Great crashing ability.
Grand Theft Auto is not necessarily a 'driving' game. It is more like a 3rd person hack and slash. Not really my cup of tea.
If want to do some really cool racing (by foot) try Prince of Persia, The sands of Time. Great game!!