Hi all, just joined this buzzing forum! Please be gentle 
Hi there, and welcome to the forum. I'm sure we'll all be nice and gentle, if you are nice and receptive !!!!

I've test driven an R32 and a GTI - impressed by both but I think the GTI suits me better.
OK, both great cars, but with slightly different characteristics, and running costs!
What are the particular aspects of the GTI which suit you better?
I'm looking into buying an Ed 30 as it is probably the best compromise between the R32's power and GTI's handling for day to day use.
OK, the handling issue first. The "standard" GTI comes with 17" Monza alloys. Many people actually order it with the factory optional 18" Monza II alloys, so which was on the GTI you tested?
Moving on to both the Ed30 and the R32, they both come with 18" alloys as standard. The point I'm trying to make, is that if the standard GTI had the optional 18" rims, then all three (the GTI, the Ed30, and the R32) will all handle identically. Obviously, different tyres will also have an effect. It seems to have been generally establised that Dunlop and Bridgestone are $hyte, the Contis and Mich Exalto are OK, and the best (though not see any OEMs) will be Michelin Pilot Sport PS2.
The power issue: The R32 weighs quite a bit more than the GTI (heavier VR6 engine, and 4wd transmission), and although it produces an extra 50PS over the standard GTI, the power-to-weight ratio, effectively the "real world" performance "benchmarks"; the R32 only has an extra 7PS per tonne more than the standard GTI. I havn't done my homework for the Ed30, but I guess it would be a similar figure. Therefore, the "real world" differences between the two, especially the Ed30/R32 are negligable!
Two questions and then the rambling will be over 
Do you think it is a risk to buy a Ed30 without driving one? Apparently there are no demonstrators available at any of the dealers in my region.
No. If you liked both the standard GTI and the R32, then the Ed30 should not disappoint. The only two issues with the Ed30 to really consider is the lack of full leather, and, can you live with the red stiching?
Is the ride of the Ed30 any harsher than a GTI with 18 inch wheels?
No, as stated above, all would be identical, save for tyre differences.
Thanks in advance for your helpful answers! 
OK, your welcome.
One thing you didn't mention in your considerations, is running costs. The R32 is one insurance group higher than the standard GTI (dunno what the Ed30 is, though!). The R32 is band G for VED, meaning £300 this year, £400 next year for your tax disc, whereas the GTI and Ed30 are in band F at £190 this year, and (I think) £210 next. The R32 uses about 30% more fuel than either the GTI or Ed30. And finally, the R32 requires more maintenance, the Haldex 20k mi oil and filter change!
I havn't touched on actual purchase prices, as chatty1234 has touched that point.
Get back to us, with your musings on our opinions!