M135i looks like a very good car; it was on my short list together with the S3 amongst others!
I actually like the look of the M135i, but over 4 years / 60k it was around £100 more expensive a month than the GTI (which was already around £75 more than the GTD which I should have been looking at logically).
I also didn't like the idea of having to get winter tyres, the (on paper) fuel economy vs the GTI (accepting it's actual very good relative to the bhp), I thought the Interior was a bit bland, off-set pedal if buying the manual etc, poor levels of standard kit (vs the GTI)...
Don't get me wrong - if I was only doing 5,000 miles a year I may well have gone for the M135i as it does look (and sound) great in my opinion. Sadly I can't get the bus to work if it's snowing so it dropped off my short list!