If you want to hear how an exhaust should really sound then I am happy to give my loud pedal a little punch for ya 'all 
think of the Fuel though
, My ST sounded pretty nice though
My cousin has an ST which he picked long before I got the .:R and I must admit that they do sound very nice... but did read somewhere breifly at the time that the noise is resonated into the cabin (think i got that right).
Outside i wouldnt expact them to sound just the same as the golf, but i have obviously never compared.
As for fuel... dont think the ST is that much less thirsty than the R32