I loved every Heist mission. This may be cheating, as you only asked for one specific mission that I liked, but I'd like to add my own thoughts. Each mission to prepare for the heists was quite exciting and the fact that you could choose how each heist went down just made this game great for me.
This was my favorite too. There's nothing better in GTA than just making a huge chaotic mess in the streets and I think it's a lot more fun when there's an actual mission that requires it.
Yeah the last mission was really fun to play seeing that you got the chance to actually bring the whole game to its conclusion. Another good mission was when you had to do the heist that had you wearing the armored suits with the big machine guns.
I can't even begin to name missions because there were dozens of great ones that really got my adrenaline going.
I get the same feeling every single time that I play the game. It is just the best. It is one game that I keep playing the story mode over and over and it never gets boring.
The heist missions were my favorite. I really like planning ahead for doing something in video games like in the Tom Clancy's Rainbow Six Siege series. The ending mission was also a lot of fun, and getting to beat up whatever his name was in the end was really fun.