Interesting question that I can give you an answer because I have a Mk5 Gti and my mate has a Mk4 R32. We have both driven each others cars and travelled around in them on different roads doing various speeds (Cough Cough) and the verdict is this....
Mk5 GTI - Turbo spool is lurvly, plenty of torque, very practical, not too in your face, modern interior, handles great in the dry, superb MPG in driven like a grandad.
R32 - V6 sound is amazing, very comfy Konigs (half leather the best in my opinion), engine keeps on going till the redline, 4 wheel drive better in the wet (if you like kaning in the wet that is), smaller boot than GTI due to 4 wheel drive, demands attention (well it does in pearl blue), if drive like a granded will struggle to get 30MPG.
Taking that all in to account I love my GTI and wouldnt swop it for an Mk4 R32 and I had the choice of buying either before purchasing the GTI. However on the other hand the R32 does just feel that bit more special.
It is a difficult one but the answer is, its up to you, go with your gut feeling.