Having literally just been through the same exercise myself I went for a new GTI 245, over a new RS3, S3, R and A43.
PCP costs aren't the same, because the higher GFV on the more expensive cars means there is more interest payable over the term. You are always better off with a lower GFV if you plan to keep art over the whole term. Also don't forget a a decent (and equivalent specced) Golf sits under the £40k luxury tax threshold meaning road tax for the first 5 years is only £140 a year rather than £450 on the other cars.
The GTI manages to give 99% of the other cars, for a smaller price. The red in the GTI cabin, IMO, makes it feel a lot more special than the R. Plus there's also the thievability factor, 4WD hot hatches are magnets for theft right now, so the FWD Golf reduces that risk (although doesn't eliminate it due to them still going walks, just less so).
Discount on the Golf currently sits at a healthy 15%, so you can throw some options at it and still sit comfortably under the £40k barrier and just a smidgen above £30k.
c£30k for a GTI with a good spec, good MPG and a nice feeling cabin - no brainer to me.