I only have 2 of the main characters now, but some of the missions are interesting where you switch back and forth between them at certain parts. I'll have to upload a video of one of the early missions I thought was pretty cool.
Wait till you unlock Trevor and get to do the small town bank robbery. By far one of the most fun missions in the game (even better then the final heist mission). Gah, all this talk makes me want to buy it again just so I can go back through all the heists.