Prior to the R I owned an 83' Saab 900, a 90' Saab 900 conv, a freakishly fast 92' Saab 9000, a 96' 9000 Aero, a 2003 Saab 9-3 conv. and a 2011 GTI. Needless to say I love turbo hatchbacks. The two Saab 9000s pulled like a mother in any gear over 1st but alas, they just are not that great of an overall drivers car.
My GTI was awesome, named her Greta and sent a long list of cars home from autocross with their diffusers between their wheels. These cars have the performance no matter what any magazine review says. Once I got her sorted out, not once was Greta outgunned by an ST, MS3, Civic SI or WRX and I kept her stock save for the sway bars. I have driven a 997 911 S and pulled a number of runs in an E92 M3 as well and that German DNA of solid structure, body control with the right amount of compliance is definitely there in these newer VW's. The R(now given the name Helga) is such a special feeling car to drive.
Okami13 mentioned the Focus RS. I have no doubt that car will have awesome performance but something to think about is that if you are going to have four doors, the Focus rear leg and head room is not nearly as good as the Golf. Also, since my wife has to drive the car DSG is a great thing to have and I personally love that transmission. The Civic? Could be a great car too but I do not see how anyone will improve upon the all around, kick ass at everything formula that VW has in the R.