It's strange. For a series that's sold over a gagillion zillion copies, there have never been any (proper) Grand Theft Auto figures. So if you want some, you're going to have to make them.
That's what Kalapusa did. Using sculpey clay, some time, some paint and all of his skills, the guy sculpted this fantastic Niko Bellic statue (not a figure, then, but close enough), which you can check out in detail below.
Niko Bellic Statue [Kalapusa @ MySpace]