Never mind the search function, do people not realise all these facts are on the Parkers website:
Mk5 GTI:
http://www.parkers.co.uk/cars/specs/Detail.aspx?deriv=397620-60 mph 6.7 s
Power Output 197 bhp
Torque 280 Nm 207 lb-ft
Top Speed 145 mph
MPG 35
Insurance Group 17
Mk5 R32
http://www.parkers.co.uk/cars/specs/Detail.aspx?deriv=330150-60 mph 6.0 s
Power Output 246 bhp
Torque 320 Nm 236 lb-ft
Top Speed 154 mph
MPG 29
Insurance Group 18
So the GTI is 0.7 of a second slower to 60mph, top speed is 9mph slower and has less torque, but it's insurance group is lower and returns 6mpg more than the R32.
But you could go for an Edition 30 which has a more powerful 2.0 Turbo meaning;
0-60 mph 6.4 s
Power Output 226 bhp
Torque 300 Nm 221 lb-ft
Top Speed 151 mph
MPG 35
Insurance Group 18
Which means it's got almost the same top speed, and only 20bhp and 20Nm of torque less than the R32 and only 0.4s slower to 60mph, but 35mpg and it's lighter, but you don't get 4 wheel drive.
If the costs of the R32 are no object then go for that, but if you need better fuel efficiency and lower costs go for the GTI, which you can mod to make it just as powerful and look very similar to the R32.
The only thing missing would be 4wd and that V6 engine note.
So it's really a personal choice. I reckon that most people, if money wasn't an issue would have an R32.