What I find interesting about the GTA series is that the game can be played without any violence. There are no set levels or storyline. So you can work a simple job and live a "normal" life in the game without ever buying a gun or hitting anybody. Of course it's more fun to have shootouts with cops but the game never requires it.
That's true. You get to choose, just like life. Although, if you go the pacifist route you won't get very far in the game.