I had the GTI for 9 months (before it got stolen) and have had a few cars since which were supposed to be sensible and good on fuel but ended up being deathly boring i.e. didn't keep any for longer than 9 mts. Mine had DSG which was fantastic, really cant think of anything that comes close for the price.
I decided to buy a 2010 S3 which I thought would feel as quick but with extra sure-footedness of 4 wheel drive (pedant mode Haldex pedant mode off). It was lovely but just felt boring and not what I was after. In the showroom was a Factory Works Clubman and once i'd took it out for a drive I knew it was exactly what I was after. 211BHP, eLSD, Brembo 4 pots, adjustable suspension and with a burble a Golf cant get close to (maybe a R32 with non resonated exhaust). You get my point.......
Feels faster than my GTI, handles as well but its trump card is that its returning 36.5 mpg whereas the Golf didn't return above 30 mpg when doing my daily drive.
Sure they are expensive but for me it ticked all the boxes.