Something similar to GTA, but more... funny, and less stressful (in my opinion) is Saint's Row: The Third. It's pretty much a sandbox world where you can do what you like, most of which just makes you laugh. That can draw you in, but in a good way. I haven't played the latest one, so can't comment on that. If you can get hold of the second in the series, that is my favourite. It's more story driven and focused, but still very witty and funny in many places.
I'm inclined to agree with Malachite that it's hard to recommend without knowing more about your tastes.
Personally, I think Tomb Raider Trilogy (Legend, Anniversary and Underworld) is a worthwhile investment. As well as the latest one. That's very, very good. But does suck you in rather a lot, and can feel very high stakes at times.
I've heard good things about the Uncharted games, too, but never played them.
If you like FPS games, but don't want to feel too stressed out with them, maybe give Borderlands 2 a shot. It's more of an FPS/RPG hybrid. Designed more for co-operative play than blowing each others' brains out repeatedly on a small set of maps. It's exceptionally good, well written, funny, absorbing, and as stressful as you want to make it.