Perhaps you need to ask yourself which element is giving you a kick.. Or, which of the two is harder to live with..
Is it ownership.. or the drive..or the status on the road... which gives you the kick?
Do running costs have a bearing on things..?
Maybe if you can answer some of those you might know which you really prefer..
I can just about live with the fuel consumption rate of an 8valve GTI.. not financially but morally.. Even if i could afford a Ferrari or Porsche the rate the fuel guage fell to zero would make me ask too many questions..
Personally i like simplicity, and owning a Golf GTI or a VR for that matter is about more than just driving.. I like to be able to work on my vehicles, bodywork and engines..it's part of the enjoyment of keeping something well fettled i think...but probably a VR would be too complicated and expensive engine wise for me..
It's hard to say.. hopefully some food for thought there anyway

Christo