The Yakuza games don't really play anything like Grand Theft Auto. They're more... free-roaming brawlers with a lot of side quests and minigames and ridiculous but surprisingly good stories? It's the kind of series where you can go to a store to buy some jewelry, beat up some guys, go sing karaoke, beat up some guys, run into some creep in an alleyway who needs your help to win the heart of a girl, beat up some guys, rearrange the furniture in your hostess club, then go off to play the next story sequence, where it's you against ten other guys and you're beating them up with a chair while you're on fire.
They're long games, though, so they're not something I'd recommend playing while you're in the middle of another long game.