Yeah, Saints is a great game; if I had to bitch about a component it would be that you HAVE to do side missions in order to continue the story missions. For the most part they're not bad, but some of the side missions are just f***ing tough (like having to steal a dude's car while he's driving it and not f***ing the car up).
All-in-all it's a great sandbox game that outdoes GTA in some respects.