I've done the main story too, am now completing side missions and stockpiling a nice garage of cars for each character. I'm still finding the police notoriously difficult, gone are the days when I'd bother them for the hell of it, nowadays I'd rather stay out of their way, which obviously means they've done it right this time.
Online has been disappointing so far. Created an amazing character last night, played for an hour and then lost it all as rockstars "cloud servers" weren't available, and your character isn't even saved locally.
I do like that you can actually create normal looking people, whereas in gta IV online the only looks you could really choose from were gangsters and junkie - but they need to get the servers fixed pronto!!