All those cars listed are very different!
Fiesta ST - Poor straight line performance, amazing chassis, possibly best of any hatch.
Golf GTI - excellent mix of performance and handling with great build quality
Type R - ok straight line speed, not very tunable (without spending thousands), great handling, needs to be pushed all the time
Cooper S - generally rubish, anyone who has had one and bought any other hot hatch after has commented how bad it is, poor build, handling and straight line speed
Check out an mazda 3 MP3, one of the fastest hot hatches about with understated looks and good handling. Im not a huge fan of the looks but there a very good car!
Try a MK4 R32 (should be in budget) as well.
Or just go for the MK5 gti, you wont be disappointed and i can assure you none of the other above cars are a step up!