Thanks for the replies all, better than I was thinking then for the R and quite right - perhaps I should give the GTI some thought, but the sound of the R seems very additive and I am not sure the GTI is as good??
Think I could live with 25mpg 
The GTI isn't as quick as the R, with a small spend on a tuning box you could get your GTD running quicker than a stock GTI in gear.
Of course you could buy a GTI and get it boxed or chipped to be a 2WD car with almost the same output as a stock R (think of it as a VW Leon Cupra). Or you could buy an R. More incentives for the GTI at the moment, but around half of the R's premium is mitigated by better residuals.
I had a DTUK box on my GTD and it really gave it a shot in the arm, but the R is noticeably quicker again.
I do a performance test close to home with every car I get, leaving a roundabout slipway at 20mph and accelerating hard to pass a certain road sign and see what speed I am at - I tried this tonight on my R.
140TDI Golf 5 PD= 70mph
170TDI Golf 5 PD= 80mph
140TDI Scirocco CR = 78mph
170TDI Scirocco CR = 81mph
MK7 GTD = 80mph (cold) / 82mph (warm) - the first time I have seen a limit for a cold engine
MK7 GTD with DTUK box (warm) = 89mph
MK7 R (warm) = 101mph (was 97mph when there was only 800 miles on the clock - it has improved with age, or perhaps the new turbo)
I'd hazard a guess that it'd be about 86mph for a warm GTI doing the same.