If you don't want to use a ramdisk to make GTA load faster, you can use DxWnd instead:

• Install DxWnd and enable expert mode (Options -> Expert mode)
• Add GTA to the list and enable Fix buffered IO after Win98 in the I/O tab

Background: There is a bug in GTA Vice City that prevents certain files from being cached. One of the affected files is gta3.img. GTA reads from this file when loading the game or moving between Vice City beach and mainland. It is opened with the FILE_FLAG_NO_BUFFERING flag if the WinAPI function GetDiskFreeSpace returns a value less than 2048 for the lpBytesPerSector parameter. On my computer the value is 512. I don't know the reason for this behavior. Maybe it made sense when GTA was run on old Windows versions. When the DxWnd fix is used, the FILE_FLAG_NO_BUFFERING flag is ignored, allowing all files to be cached.

Video comparison done with a 7200rpm HDD, it really does make a difference.