Imo "the damn train" was more of a meme because upon failure Smoke would bitch at you for not being able to keep up when it was his fat ass shooting the top of the car, and you were dropped in the middle of nowhere miles away from anything familiar. Once you figured out how to distance yourself properly to get the bullets to hit it really wasn't difficult. The only memorably irritating mission from San Andreas I think was the toy plane one David Cross gave you on PS2 (it was patched on PC to be easier).
I probably replay one of the 3D era GTA games at least every 1-2 years. My goal since I was a teenager has been to play each one in chronological order but I've never had the patience. That might make me slightly biased because I'm used to it, but other than graphics I think they hold up just fine. There's usually one or two story missions more difficult than the rest but it usually at most requires an extra couple of tries. Modern gamers used to autosaves every half second probably would get pissed off at stuff like losing all their guns on death and traveling back to save points but if every 13 year old in the world could deal with it in the mid 00's I don't see why anyone else can't today.