Have to say I've never used ECO yet... Maybe I'll try it out.
Mine spends 80% of its time in Comfort and normal 'D' in the gearbox, then when going for a blast I'll use the paddles and either stick it in Sport or Individual (Everything in Normal other than Engine/Suspension in Sport - I'm not overly keen on the increased resistance of the steering in Sport. It's not horrible, I just think the Comfort/Normal settings are excellent).
One thing I really love about the GTI is it's dual character. Even left in Comfort and kept below 4k rpm you can make some proper progress, then it settles down and becomes a very relaxed cruiser! I did 350 miles in mine on Tuesday and I got 36mpg overall and it was a very comfortable drive.
Brilliant.