We had two different multiple protagonist concepts:
In GTA IV we had three different stories for three protags and sometimes they intervened with each other.
In GTA V we had one main story which involved around the three protagonists and we had some sideplots (like Franklin dealing with the Ballas or Trevor with the Lost)
Which concept did you like more? I like it more if the protags dont really know each other and follow their seperate lifes and sometimes they meet each other as an ally or enemy.
In that way every character is more fleshed out. The multiple protagonist stuff is also not forced upon us (like in GTA V).