I just bought a Jetta Sport Wagon w/DSG (TDI). I have owned an '09 WRX wagon (fast, great seats, otherwise crappy interior), '06 A3 2.0 FWD 6-speed (great car with a few niggles), '07 GTI w/DSG. Of those the WRX was by far the fastest and more sure-footed, but the 2.0T engine in the GTI and A3 is no slouch and plenty for around town. I could never get the WRX really wound up anywhere but the track. The JSW is a totally different beast - I wanted an auto so my g/f could drive the car, wanted more room than the WRX/GTI/A3 had, and 40+mpg is a bonus along with 236 ft-lbs of torque.
imho the "perfect" car would be the A3 w/3.2 quattro (or 2.0 quattro if you can find one) and DSG as long as you don't need a huge amount of space. The DSG has some quirks on downshifting (my JSW will actually downshift when going down a long hill - kinda cool) but you get used to it. And it shifts faster than you can manually. The sport mode on the GTI was perfect at the track. And what's cool is when you use the paddles in manual mode and downshift it rev matches automatically.
Subie
VW
A3
VW
evidently I like gray...