Great thread.
I think this sums it up:
http://sniffpetrol.com/2014/10/16/everyone-on-the-internet-has-a-golf-r/#.VEEcQEt8OhMC'mon, purely financially the R is having it's day right now. The R is now the GTI.
My GTI is just hitting one year old and how many have I seen on the roads in 12 months? About four different ones, five possibly as one might have been a GTD! How many GTD's? Hundreds. And R's? Considering they've only been on the roads since about March this year I've seen at least half a dozen already and I don't exactly go very far!
Monkeyhanger shares my view and Mr Savage has some good points in the first posts on this thread. The Lupo GTI has the fun factor that so many hot hatches lack. I've not tried the M135i unfortunately but despite the looks it must be a hoot to drive, one of those cars you'll own for a while, love, get rid of and then look back with regret in years to come.
If it was me buying right now I think the Cupra would possibly take my money. I'll ignore the traction of the R and S3 as one of the last track days I did at Castle Combe a few years back got a bit greasy and the first cars sliding off on the first bend after the start straight (quite a sharp one) saw the 4WD cars spinning off. The 4WD gives you traction off the line and stability in some situations but it doesn't defy physics or tyre grip.
I bought my GTI and went easy on the options to minimise depreciation knowing I don't keep my cars long, normally after the first year I'm planning my next change - but right now I can't think of anything I'd actually want to change the GTI for! Maybe the ED40 in a couple years will have the answer but until I've seen my friend's Cupra in the flesh (he's got one on order for early next year delivery) I just can't see there's a much more balanced car than the GTI (or GTD) out there. So I'm happy to keep mine but not sure I'd buy one right now when you can get such deals on the leases with R's. The only thing that would put me off an R lease would be that I'd be stuck with it. I've always tended to be old fashioned and save up for my cars or take bank loans so that the car is actually mine if I decide to modify it (as I have done in the past).
So to answer the original question, financially the R takes it so long as you don't mind base spec on a lease. The Audi takes it if you have the sort of friends who look down their noses at people or you want an uber stealth car if you're an accountant or doctor or something. The Cupra takes it if you want a bit of fun but still with VW engineering (personally I've owned a few SEATs and haven't found them to be any worse built than VW's) and the GTI takes it if you're an old fart like me...