If you're having to ask the question then just go for the DERV. It will be much cheaper to run and in real world terms no different in performance - the GTI doesnt even sound that great anyway, so you're not missing on that either!
But owning a GTI is a different matter, and it looks infinitely better than the TDI - and it will hold its value better, even with a lot of miles on.... as its a Golf GTI.
I wouldnt mind either car for different reasons, but I KNOW I would be looking envious over at a GTI owner in a TDI....