The 'R' is a great car.
I did not buy one because:
[1] It was not available sooner than the GTi.
[2] I prefer the front and profile look of the GTi.
[3] I badly wanted the Jacara seats. So iconic.
[4] I felt the boot in the 'R' was a bit too small for my purpose.
[5] After having driven both, I prefer the lightness of the GTi.
[6] I wanted a car with the 18" Monza Shadows (Detroits). So iconic.
[7] I like the manual gearbox and I felt this suits the GTi more than the R, IMO.
[8] I drive mostly in London, so I felt I did not require or would notice the extra performance.
That was the logic then.
Now, I am toying with the idea of buying a BMW M3 Coupe in 2012, maybe.
Oh, I truly love my GTi, more than I have any other car. Funny that.