If running costs aren't much of a factor, the R is better all round. To be fair the GTI isn't that much better on fuel anyway if you drive it properly!
Better...how exactly?
Easier to drive quick? Yes.
Faster more often in more weather conditions? Yes.
Does that make it better? Not always.
The GTI makes the R feel heavy and un-chuckable.
The trade off is huge traction and a more planted feel.
Is the R more fun? Yes...if you want to go from A to B with little by way of effort...the GTI is, in my opinion, more fun at modest speeds.
At the end of the day...drive both, look at the price, and make a decision.
Both have pluses and minuses.
It's not as simple as an R being 'better'.