Sometimes even the greatest action movie can come to a screeching halt with a boring romantic scene, and stealth missions are the boring romantic scenes of Rockstar's cinematic games. Both L.A. Noire and Grand Theft Auto periodically ask you to put aside the fun you're having and tail someone without being noticed. Stealth is a pretty tricky gameplay mechanic to pull off you have to make not doing something exciting. Games like Thief or Splinter Cell pull this off by giving your opponents strong AI, so that when you outsmart them you feel like you've really accomplished something.
Rockstar writes great characters for cutscenes, but they haven't figured out how to make those same characters react like real people within the game itself. You can park a fire truck across two lanes of traffic without being noticed, but if you accidentally enter an invisible bubble that surrounds your target it's an instant game over. You're not following a person, you're tailing a bipedal proximity alarm.
Listen, Rockstar, you make some very pretty worlds. That doesn't necessarily mean I want to glue my character to one of your perfectly-rendered crates so he can better admire every inch of your wonderful texture mapping. Gun-based combat was always a struggle in the early 3D GTA games, and would often end with your character peppered by bullets you never saw coming. Luckily, modern shooters have offered a solution: toss a cookie-cutter cover system in there and turn your protagonist from a bullet pinata into a John Woo-esque diving & sliding commando.
Cover systems can be cool; games like Gears of War make hitting the deck feel fluid and enjoyable. But doing it right takes dedication: GoW is completely designed around its cover system. But Rockstar's version feels like it was tacked on as a quick fix, and doesn't mesh well with the otherwise run-and-gun gameplay. Getting in and out of cover is a chore, and you and the camera are so rarely on the same page that oftentimes you'll end up hiding on the side of the wall facing your soon-to-be-murderer.
There have been times in GTAIV when I decided to spend the day in Brooklyn because getting to my mission in Manhattan would have taken too long. I live in New York City. That's something I would do in real life. The fact that I have to make that decision in a videogame is ridiculous.
Sometimes the enormous worlds Rockstar builds for their games are just too big. Most of that space goes to waste, and crossing that wasted space takes time. L.A. Noire is full of streets and houses that you never need to visit, and yet you sometimes have to drive across an entire city full of these locked houses just to get where you need to go. In Red Dead Redemption, you literally have to cross entire deserts to get from one place to another.
They can't even get quick-travel right. In Red Dead you have to travel to a suitable plot of land before you can quick-travel. In GTA IV you can ride the subway, but that's only helpful if the place that you're trying to go is near a subway. L.A. Noire is a little better, letting you skip tedious driving sections by letting your partner drive. A better solution would be to not include something I'd want to skip in the first place.