The South,
You have huge metropolitan cities like Austin and Houston, for Oil Tyc00n type characters, Austin liberal hippies, and you’re on the border so drug running and cartels. shyt now that I think about it, running drugs in GTA online would be dope having your own cartels.
Plus you’re right next to Louisiana so you New Orleans with gambling, the swamps, French quarter, and voodoo. Go even deeper south and have hick ass red necks as bullet fodder too.
One thing about GTA 4 & 5 is that the villain/antagonist are fukkin forgettable. I remember Ryder and Lance, but who the fukk was it in 5, I think a south setting could give us a memorable bad guy.