We just received a new screen shot from the R* Webmaster with the following description:
“Rumors that the game was at this year’s E3 can’t be substantiated – but as a mark of respect to the fansites we thought we would let you have a quick glance at CJ outside the Los Santos convention center, which bears more than a passing resemblance to the home of E3!”
To me, this confirms the previous three screenshots as being in Los Santos too, as they appear to have exactly the same sky and weather.
Really must get that screenshot gallery sorted out…