Although I always enjoyed the Grand Theft Auto series and appreciated how good they were, for some reason I was never fully engrossed by any of them. I could only make it through about a third of the story before getting bored and running off to screw around in the city. Some would argue that "screwing around" is the greatest part of the series, but you can only go on so many joyrides and killing sprees before the novelty wears off. But in Red Dead Redemption, I can screw around all day long! I'm never bored.
I think the setting really makes this game totally different, despite the game mechanics being exactly the same. Combined with some much needed polish on all those GTA gimics and RDR is pretty much the perfect game to "screw around" in. All those stupid mini games that were mostly annoying in GTA are actually awesome distractions in RDR.
I'm a big fan of westerns (I wear a The Good, the Bad, and the Ugly t-shirt quite often). So unlike previous Rockstar games, I'm actually sucked into each little story. There's something about westerns in that I can just keep watching them for hours on end and never get bored, no matter how slow they are. In fact the slower the better. Whenever I watch The Good, the Bad, and the Ugly, I never want it to end. I finally watched Wyatt Earp recently and it was fantastic. The Assassination of Jesse James is another one that most people fall asleep through, but I love every second. I think that's why I love every bit of Red Dead Redemption.
The scenery is fantastic. Riding between towns on horseback is just pure bliss. I think the lawlessness of the time period also really helps the game. In GTA I was always getting annoyed by cops. The only fun things to do in the game are illegal, but you're constantly getting spotted by the police which leads to a five minute chase which sends you way out of your way. It just gets frustrating. But in RDR you can hunt wildlife, run down thieves and murderers, enter into duels, all without worrying about the man trying to gun you down. If you're feeling particularly evil, there's still innocent people to kill and steal from which will get the law after you if there are any witnesses, but it happens much less than in previous GTA games.
Not to mention a great soundtrack: