I've got a manual R so can't comment on DSG but can comment how different the R is to the GTI as having owned 2 MK6 GTI's and a Golf R.
IMHO, no bullsh!t about the R is better than the GTI etc etc. The first thing i noticed when driving home from collecting the R is the ride is a lot firmer, especially on the 19" talladega's, it feels more planted and responsive BUT it also feels a lot heavier, where the GTI feels nimble and light. The traction and grip on the R wins hand's down on the GTI, especially round corners.

Power delivery on the R is also different, it's not as smooth as the GTI. Where the GTI's torque is immediate the R's especially under 2500rpm's is hesitant. All of a sudden there's nothing then its whooooosh your away BUT over 2500rpm's its a different animal.
MPG there's a BIG difference, if you do a lot of miles your gonna have a big fuel bill. I use mine as a weekend car as i have a daily driver so fuel bills don't bother me as such. Insurance, the GTI cost me £350 per year compared to £500 on the R fully comp.
Look's wise IMO there's no better looking Golf than a rising blue R on 19" Talladega's. Xenon's are fantastic. I've never had them before and would'nt spec a car without them now.
If your expecting "A HUGE STEP-UP" i'm afraid your going to be dissapointed. For me the R is a great car but so is the GTI to be honest!, they are different in their own ways and it depends what you want out of a car. I love my R and don't regret changing for one minute!