These are the games in order by their release date:
Grand Theft Auto - (PC - Oct. 1997, PlayStation - May 1998, Gameboy Color - 1999)
Grand Theft Auto: London, 1969 - (PlayStation - April 29, 1999, PC - May 25, 1999)
Grand Theft Auto: London, 1961 - (PC, Dec. 31, 1999)
Grand Theft Auto 2 - (PlayStation - October 22, 1999, PC - October 27, 1999, Dreamcast - May 2, 2000, Gameboy Color - December 25, 2000)
Grand Theft Auto 3 - (PlayStation 2 - October 22, 2001, PC - May 21, 2002, XBOX - October 31, 2003,
Grand Theft Auto: Vice City - (PlayStation 2 - October 29, 2002, PC - May 13, 2003, XBOX - October 31, 2003,
Grand Theft Auto: San Andreas - (PlayStation 2 - October 25, 2004, XBOX - June 6, 2005, PC - June 06, 2005, XBOX 360 - October 20, 2008
Grand Theft Auto (Game Boy Advance) - (Gameboy Advance - October 25, 2004)
Grand Theft Auto: Liberty City Stories - (PSP - October 24, 2005, PlayStation 2 - June 06, 2006)
Grand Theft Auto: Vice City Stories - (PSP - October 30, 2006, PlayStation 2 - March 05, 2007)
Grand Theft Auto 4 - (PlayStation 3 & XBOX 360 - April 29, 2008, PC - December 02, 2008)
Grand Theft Auto IV: The Lost and Damned - (XBOX 360 - February 17, 2009)
Grand Theft Auto: The Ballad of Gay Tony - (XBOX 360 - October 29, 2009)
Grand Theft Auto: Chinatown Wars - (PSP - October 20, 2009, Nintendo DS - March 17, 2009, iPhone - TBA
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compilations
Grand Theft Auto: Episodes From Liberty City - (XBOX 360 - October 29, 2009)
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These are the games listed chronologically:
1961 - GTA: London, 1961
1969 - GTA: London, 1969
1984 - GTA: Vice City Stories
1986 - GTA: Vice City
1992 - GTA: San Andreas
1997 - Grand Theft Auto
1998 - GTA: Liberty City Stories
2000 - GTA: Advance
2001 - Grand Theft Auto III
2008 - Grand Theft Auto IV (The Lost and Damned, The Ballad of Gay Tony)
2009 - GTA Chinatown Wars
2013 - Grand Theft Auto 2