Grand Theft Auto IV is a vast game with tons of things to explore. The Rockstar team also has hidden many Easter Eggs that real GTA IV fans are eager to find. IGN published a video that shows a couple of these Easter eggs.
One of them is that the face of the Liberty statue has the face of a certain former first lady. Other hidden secrets give the main character different outfits. Several Easter Eggs pay tribute to former GTA releases.
See the video on IGN. You can find more GTA IV Easter eggs on Youtube, where several gamers published their finds.
IGN also explains some of the internet secrets of GTA IV. The game has lots of links to sites that have fun content. See the video here.
GTA IV went on sale on April 29th for Xbox 360 and Sony PS3.