The 140pd and 170dpf versions of the Golf aren't all that frugal. People have been on here and other forums saying that in day to day driving they are struggling to get into the late 40's with fuel consumption.. I've had 2 TDI140's and could just about get a 50mpg average if I was on the motorway doing 65-75 and being economical when accelleration.
Compare that to about 35mpg if you are steady with a GTI and you are talking a saving of 15mpg with the diesel. That is a 40% saving on fuel, but remember that diesel is around 12% more than petrol at the moment (if you buy 95ron). so you would still be saving around 30% on you fuel.
Weigh into the equation that a GTI is 100% more fun and you'll be on to a 70% loss overall

Seriously though, if you do 400 miles a week you will be saving the equivalent of 120miles of fuel a week which is around £15. Multiply that bu 48 (working weeks) and you get an overall saving of about £700 a year on fuel.
The real question is will you have that pang that says "I wish I'd bought one of those" when you're sat in your diseasel and a GTI drives past

and is it worth £700 a tear to do it?