Its funny I've come the same route and have the same findings, S3,mk5 GTi, now the ED30, and have the same findings the golfs are far more responsive but don't have the outright grip when the conditions aren't great.
Don't think it will be long until someone gets a mk5 4motion chassis and puts a modded 2.0Tfsi in it, if they made one I'll get 1 2 morra!