Without quoting every single post on this page...
The GTI is pretty cool. I'd never give up my Evo (as I'm hoping to keep it forever), but the thought of leasing a GTI as a daily driver crossed my mind. If HIDs are available on a vehicle then I want them, as I have owned two Evos, one with HIDs and one without... and the difference was huge. I like having things covered by warranty and don't necessarily want to have to splice wires and all that, so I'd want it from the factory. I built one online, and it ended up being a lot pricier than the base model, so I wasn't as open to it after that, but it's mostly because of the configuration that I wanted and the resulting price. I figured I'd rather just go for an A3 Sportback, which may be in the future -- I've mentioned that in another thread, I think the Consumer Reports one.
Unless you just absolutely love manual transmissions and refuse to get anything else, the DSG is pretty solid. I test drove one back in 2006 when they first came out (and would have bought one, except the four-door models didn't get released until mid-year, and I ended up buying my first Evo that same month I did the test drive), and it was nice and very quick, and that was even the very first release. If getting a GTI, I'd get the DSG over the stick. Plus it's more convenient so my girlfriend could drive it if needed. I'm sure many of you may have similar considerations. Also, it has one of the best steering wheels out there. I remember that standing out in my mind.
The Golf R is also cool, but it's not a good compromise. There is a Motor Trend review of the Golf R and the Evo X MR together, where the guy absolutely hates everything about the Evo while praising the Golf, until he goes to the track and complained about how completely neutered the Golf was in comparison, which is a difficult pill to swallow when talking about an AWD variant of a FWD hatchback that is already really sporty. I'd say that unless you're a VW fanatic and refuse to buy anything else, if you want AWD and fun, you'd be better off with an Evo or a WRX/STI for similar money. (Yes, the Evo in that comparison was more expensive, but they used the DCT-equipped MR, as the GSR would've been $35k, a tad less than the R.) But if you want AWD and better build quality, then get the Audi A3 Quattro, which is what my girlfriend and I might do in the next year or so, depending on how quickly she pays off her Corolla.