The PS2 and PSP versions are surprisingly competent, they're still open world but obviously heavily cut down visually. The reason you wouldn't want to play them however is because they're missing avatar customisation, motorbikes, some missions, a few car manufacturers and functional mirrors.
The 360 version is the one to go for, PC version had a lot of bugs, was missing some of the DLC cars the 360 had (if I remember right) and I don't think the online servers are still up.