Gary joined the club, initially on loan, from Swansea City in January 1998.  He made 4 league appearances before his switch from South Wales became permanent.  However he then suffered a stop-start couple of seasons under manager Graham Barrow, being used mainly in a role on the right of midfield. 

Following Barrow's sacking, Jones quickly established himself under new manager Steve Parkin in a favoured central midfield role, and soon became a fans favourite at Spotland. 

Gary has always possessed a tremendous engine and loves to get into the opposition penalty area at every opportunity. Scored a career best seven goals during Parkin's first season in charge in 1999/2000, when his performances earned him the club's Most Improved Player of the Year Award.

This was followed by him winning the Players Player of the Year award, scoring 8 goals in the process, the following season when he was by now the club captain.  The start of the 2001/2002 season saw the club challenging for an automatic promotion place with Jones the inspirational leader in the centre of the park.  However, manager Steve Parkin left in November to join 1st Division Barnsley, and his captain followed him four weeks later for a fee of £180,000. 

Following 2 years at Oakwell in which he made over 50 appearances, the 26 year-old was transfer listed  after recovering from a broken bone in his foot.  He rejoined Rochdale after a previous manager Alan Buckley initially recuited him on a month's loan, but after a total of three months at Spotland  signed a permanent deal until June 2005 that was again extended before the end of the following season.

In December 2006 he became only the 5th player in the club's history to pass 300 first-team appearances for the club and during the 2007/8 season as well as becoming the first ever Dale player to lead out his side at Wembley he surpassed all the previous apperance records and remains the first name on manager Keith Hill's team sheet.

Once again played a big part during his sides run to the 2008/9 Play off semi finals but was missed in the latter stages of the campaign following a thigh injury.

Described as a "machine" by his manager Gary was happy to sign on at Spotland for another 2 seasons during the summer recess.