The VW cars are the only way forward, but choosing between them is much more difficult.
I've spent a lot of time behind the wheel of both cars and I would personally pick the Mk6 GTI for a number of reasons. It's got handling that feels more alive in your hands, it's every bit as quick (trust me), it's options are more luxurious and it feels as if it's from a higher price level that's more equal to an Audi or a BMW. The extremely economical, mid thirties is easily achievable and it's got cult status and heritage that the R32 doesn't quite have yet.
If you pick the R32 instead then I can easily understand why, it's a V6 with a sweeter note, fuel prices aren't UK standards yet and it's bodykit is equally as good with arguably the better looking alloys. Also AWD means that if you did tune it the chassis could easily cope with the power that much better, but in stock form it's no quicker.