I have some doubts about my Map.
I have a big map(like GTA Vice City)...I'll divide in parts, but which is the best way to divide?Using Sectors, Region or Zones?Which the advantage of each one? Which is the best way to load/unload the parts?
You'll have to divide it using sectors in any case. Regions and zones are different concepts and as such have little to do with geometry in general. A region is just a collection of objects. It is perfectly possible to have a region containing all yellow houses and another region with all green houses even though the houses are mixed in the city. Usually however, regions correspond to places in your world. Most of the times you probably have one or more sectors in a region.
A region is the smallest logical concept that can be unload and loaded. So when you load a region you will load the sectors that are contained in that region. A zone is a collection of regions with the purpose of keeping multiple regions loaded at the same time.