Anyway, according to examiner, it is not the first time that Rockstar Games considered multiple protagonists in one of their titles. As you know, GTAV will have three protagonists, however, Leslie Benzes, who is known for his work for the Grand Theft Auto series, revealed that they did in fact think about including multiple protagonists in GTA San Andreas; which was not possible though due the technical limitations of the PlayStation 2 and Xbox.
I have checked the credibility of the source, and it turned out that it's in fact true. The original interview from Jeuxactu says this (translated to English):
Where did you get the idea of three exchangable characters?
Leslie: We had already thought about multiple playable characters in San Andreas, but we couldn't put it up for technical reasons. [...]
So what do you think? Would you have liked the idea of multiple protagonists in San Andreas?