These new episodes fill the gaps that Rockstar left in GTA4.
The Lost and Damned introduces cool new weapons and bikes galore (although you do have to work your way through the missions to get them.) I played this episode first and was glad I did as it meant I finished on a high note with...
The Ballad of Gay Tony... it's just awesome. Fantastic new cars, more cool new weapons and, more importantly, parachutes. The new cars include a Ford GT40, a Rolls Royce Phantom Drophead and an Aston Martin DBS (DB9 still around from GTA4 too.) TBoGT missions are epic with tons of manic driving and large scale shoot outs.
All the missions are engaging and there are tie ins with the original GTA4 game which is fun if you've played the original (Nico Bellic, Playboy X, etc. appear in some of the missions.)
A really cool touch which you get a couple of missions into both episodes is the ability to ring up your contacts and get a choice of vehicles delivered to you on request and also a gun van which turns up nearby and let's you buy weapons at a discounted price - no more hunting around for fast wheels or weapons shops, yay!!