Really? I have Windows 7 and bought SA a few days ago on Steam and it runs fine for me. Only bad thing is poor resolution options but other then that it never had issues starting or in gameplay.
I think you're right about SA, I don't think that one has problems (it's been a while since I tried playing it, like a year). It's Vice City that doesn't work. I've seen a few recommendations like disabling aero, deleting gta_vc.set and adding gta_vc.exe to the data execution prevention exception list. For me the only one that works is deleting the .set file, but then I'm stuck at 800x600 and default settings.