i'd go with the DSG
i did not enjoy the 6MT very much. the clutch was really soft with a somewhat vague engagement point (at least, to me). the shifter throws were decent, though. the DSG, however, was so fast, so fun, and held the gear until i told it what to do. i had a lot of fun with it and it remains the only automatic transmission that i would ever buy. maybe i formed my opinion right after driving the DSG (since i drove that before the 6MT).
i have been driving stick for almost 12 years now (5 speed RSX, 6 speed TSX, 6 speed S2000, and now back to a 6 speed TSX) and i still prefer the DSG in the GTI. i dunno, it doesn't have that laggy torque converter feel to it. it's direct and really quick.
in the end, though, go with what you want. have you driven both? you shouldn't make your decision based on what 20 people said on the internet.