I have just gone the other way, from a MkV R32 to a MkV GTi for the tax and depreciation reasons.
There were two MkV R32's in the house, figured that we would hang on to one as they are fantastic cars, but we couldn't justify the depreciation risk from two of them.
I must say that I am very happy with the GTi, but then again it has a Revo Stage 1 remap, so is putting out roughly the same HP as the R32 with less weight to carry around, but it doesn't have the 4 wheel drive safety blanket.
As the others have said try both and go with the one that suits you best, but do take into consideration the potential steep depreciation of the R32 over the next couple of years.
Brian