You see a lot of Mk5 GTIs near me in North London but relatively few Mk6s - I can't remember ever seeing a 35 other than at the dealership and I've only ever once seen a R on the motorway (must've been travelling from a Ford hot hatch event as it was surrounded by tons of Focus STs, RSs etc).
I tend to nod at fellow GTIers - some reciprocate, most don't! I also find myself catching the eye of some Scirroco owners - I guess many of them appreciate a good GTI.
Once had a Mk3 GTI sit behind me on the motorway for 20 or so miles - perhaps he was just happy with the pace I was setting but I like to think he was showing solidarity with a fellow GTI.