There are four big contenders, in my opinion:
1. Vice City with a bunch of countryside, including Everglades and Florida Keys.
2. Las Venturas with a surrounding desert, but mainly focused on the city itself.
3. San Fierro and some North Cali/Oregon-countryside, big forests and so on.
4. US/Mexican border, with a two major cities on either side (El Paso/Juarez) and a lot of surrounding desert terrain. Similar to 'No Country for Old Men'.