I had the 3.2 DSG TT (Old model) and must admit it handled like a go cart....I was also a member of the TT owners club which came with loads of useful mods and hints and tips, just like this place.
The Haldex is, as mentioned, not "technically" a 4 wheel drive. As its monitors grip vs rpm vs wheel speed and ensures power is delivered to the four wheels correctly. If required, it will put power to the rear wheels to ensure maximum traction. However, if pushed hard you can really notice the shift in ratio. its a noticeable change in noise and is actually quite brutal. Which can actually cause more instability....as its not "predicatable". I got caught out a few times on wet roundabouts and exiting corners....you stick the power down, and you can feel the car start to slide and then *BANG*...the haldex changes power delivery and the car snaps back...it certainly gives the handling "character".
You can install the Haldex performance controller which changes the ratio and also the levels of tolerance in which the 4wd system will operate. This makes the car more predictable and therefore can push it harder. A similar system is used on the R8 but with a maximum of 30% of the power to the front, as its setup differently. But essentially its the same technology.
I have to be honest, and say I've pushed my GTi and actually think in most conditions and driving speeds, its pretty comparable to my TT. I actually think to be honest, the steering is sharper and more precise than my TT. (You can see I'm a Gti convert).
The R32 has the same running gear as the TT, but has slightly different ARB's which aid stability. And that is often a good mod if you want to push the envelope of the Quattro performance.