I guess it's all down to taste and if you're happy with the cost of the Golf R.
For me I'm not fussed on the Golf R look. I feel the current GTI mk6 looks way better Front on.
When the Golf R was uncovered a few weeks back thought boo looks bland (sorry just my thoughts), then when my dealer advised Golf R demo car wouldn't be avalible until Dec \Jan for a test drive, I opted for the GTI. Now I've seen the price glad I did (just feel ripped out if I'd got the Golf R, but... if they'd dropped in the v6 from the G36, then I'd have gone for an R.
I wouldn't balk if I won a Golf R in some competion, but I'd probably sell it, stick with the GTI and then spend the cash on an Mk5 R32 and get it pimped up as a track day car (also looks and sounds way better too).