Heh, that ad is an oldie now. It's funny that it actually looks more like GTA4 than it does the other games, though. I hadn't noticed it until watching it now.
But yeah, that mission was a pain. You did it very differently than I did. There are definitely some tough missions after that one, but I think that's the one that's pissed me off the most so far just because I wasn't sure if I was doing it "right". I just got through another tough one that, sadly, I lost several times due to babysitting issues, until I learned that it was better to just storm through ahead of my cohorts and take on all the guys myself, which wasn't actually that tough. So it turned out cool.
The game, at least, has one nice feature that some may not notice up front: when you fail a mission and retry it (retry, not load a save), if you're driving from the start point with a character to another place, any conversation they have will vary. In other words, if you start a mission, hop in a car, and drive with some dude to another location while having a conversation, then get to the location and die, if you retry the mission you'll find that the conversation in the car will be different from what it was the first time. I'm pretty sure I heard up to three different conversations when repeating one mission, and after that nobody talked anymore... they just shut up and we listened to the radio instead. It's a pretty nice touch, and it just goes to show the sheer ridiculous volume of recorded dialogue that's in this game. It's pretty amazing.