I also love BMW's, my Wife has a 116i and even that is a joy to drive. Ergonomically, the cabin is superior IMO to the Golf.
I investigated changing my GTI for a 340i M-Sport recently, and although the price for the BMW was great (try a guy called Tony Lewis at Cooper BMW Croydon, mega prices), they offered me a P/X price for my March 2014 GTI with 27k miles on of £14k... My GFV is pretty much that after 4 years, yet here we are after half the term and the p/x prices are way down there.
My local VW dealer gave me a price of £17k p/x against an R Wagon. I negotiated 13% discount from new, but still after 2 years, it doesn't stack up for me to change.
Seems VW prices are all over the place at the mo.