The mission "Shifting Weight" is arguably the most exciting police chase in a GTA game yet. Firing a full-autoassault shotgun, shooting helicopters out of the sky and obliterating squad cars? All of this done while you're riding on the back of the fastest motorcycle in the game? You'd barely notice it was a rail shooter.
And then there's the final mission, "Get Lost", which sees Johnny blowing open the front gates of Alderney State Correctional Facility with an RPG or grenade launcher (your choice), then storming the place with Terry and Clay to find and take out former Lost MC leader Billy Grey, who's going to go State and testify to the FB... sorry, the FIB against the Lost.
"Was It Worth It", has perhaps the most excellent use of the feature that allows you to call Terry and Clay for backup. In this mission, Ray Boccino lures you into a trap and reveals that he has been subjecting Jim to some Cold-Blooded Torture. You and Jim escape and go your separate ways, though you soon find out that Ray has sent squads of hitmen after you. Call Terry and Clay for backup at this point and they'll set up a nearby ambush for you to lure the hitmen to, where they'll stay perched, safely on a rooftop, raining hot lead down on your assailants.
"Heavy Toll" has to have some award for Artificial Brilliance. You're tasked by a drug dealer to seize control of a van containing a large shipment of cocaine being escorted by convoy. She has you lie in wait at a toll gate on a bridge, to make sure you've got the element of surprise. Calling Terry and Clay might seem like a bad idea because they'll rush right in and ruin the ambush, but surprisingly, they hole up behind some good cover and actually wait on you to take the first shot before engaging. And as it turns out, they're quite the crack shots whilst blindfiring, easily turning the situation in your favor.
And if that isn't enough for you, see the aforementioned AssaultShotgun? You first get it in this mission. And you can expect all the car-shredding carnage that implies.