Mods — safely

GTA IV's physics engine made it a modding favourite — ENB graphics presets, script mods and more. Use the established, moderated sites, and keep mods to single-player only.

Nexus Mods — curated, virus-scanned hosting.
GTAForums — the modding community and releases.
ModDB — larger projects and conversions.

Two rules. Don't mod multiplayer, and avoid "mod menus", cracks or downloads from random sites — they're a common malware vector. Back up your save first.