I run mine at 42 front and 37 rear.
Don't forget, if you run at max load pressures all the time, you will actually use less fuel too. 
is F42 and R37 good for handling ability also? Front seems mighty high to me?? All I'm interested in is handling, not mpg..
Not very knowledgeable on tyre pressures! Wish I was!
I have found it the best for handling, best for stability, along with the best for even tread wear. And that is with either one or two peeps in the front seat, and occasionally the boot filled with Sainsburys offerings. If it is fully loaded - boot and back seats filled with luggage or wine (wink), then it is 46 all round.
OK, it might not be the best for comfort - but then if you want comfort, buy a Sh!troen!

And my RS4 runs at 48F 44R - with just me or me and the SWMBO !!! 
EDIT: Those above GTI pressures are for 18" rims - 17" may be slightly different. 
what about ride, doesnt it get a little harsh at those pressures?
