I don't know, do you want an apple or an orange? these cars could pretty much not be further apart, so buy whatever it is that you want. questions like this should be "gti, wrx, or mazdaspeed3?". also, do you really expect overwhelmingly unbiased opinions? I mean you are on golfmk6.com, so I'm going to guess that most people like mk6 golf cars...
that all being said the BMW e36/8 m coupe is my all time favorite car, so buy that one, it's slightly more comparable to a gti, I mean it has a hatch...