Really interesting thread. My two penneths worth:
If you're going to lose an obscene amount of money then don't change. I ordered an R (subsequently cancelled as I've found one to buy which I pick up this week

) - but I only put £1,000 down on my GTI last year so I'm happy to lose that, and I've only put £1,000 down on the R. I could be paying less every month by leasing, but then it wouldn't be my car.
Do I think the R will be a massive step up from the GTI? No. The GTI is a brilliant car, I love mine. But I've always wanted an R (R32 etc) with DSG, so that's what I'm getting. Would I be getting one if I'd lost 8 grand - not a chance! But there's deals to be had in other ways (I got 12% off) if you're willing to drive a hard bargain and find a dealer that actually wants a sale - I spent a serious amount of time negotiating with multiple dealers around the country - then you can find a deal that suits you. Some dealers wouldn't budge at all and wanted full price - that of course is their perogative, but short sighted in my opinion - yes there's delays in build, but its not a Ferrari.
However you look at it cars are a waste of money. You're always going to lose out. Me personally, I don't care - I want what I want, and you're only on this planet once so you might as well strive to get what makes you happy (within reason ie. not crippling yourself

) - I love cars, I love Golfs, and therefore I'm happy to lose money on them - otherwise I'd be driving a Pug or something similar that cost me not a lot to run.
The smile on my face I'll have when I get to put the hammer down in my R will outweigh anything else IMO

But I wouldn't be smiling if I'd lost a sh!t load of money!