In fact...you've already mentioned it - get a Cayman.
You can pick one up reasonable...and in S form, it's sublime.
Just about practical enough to live with everyday too, if you avoid Aerokitted ones.
The GTI is great at being a Golf.
But it'll never tick boxes a Cayman/Boxster/911 can.
No matter how good a FWD Golf is...it will never give you the feeling a Cayman/Boxster/911 will when you get above 8/10ths.
People assume you buy a Porsche to go fast. A modified Mk4 Golf will be faster in a straight line than most Porsche this side of a GT3/911 turbo...but that's not why you buy one. Find a back road, turn the stereo off, get into the groove and start to push the chassis and brakes...and at the point a Golf runs out of ideas, the Porsche steps up a gear.
If that's the itch you have, buy a good one with a warranty, and enjoy it. Get it out of your system. You'll not regret it.
I would advise you budget for a decent warranty though - preferable OPC. Not cheap at £1100+ PA...but bumper to bumper peace of mind.