I know the GTIs are made in Germany and I think the Golf is too. Looks like they're moving production to Mexico though:
2014 Volkswagen Golf to be Built in Mexico | AutoGuide.com News
My JSW was built in Mexico. I didn't have many complaints but got nervous as it was about to go out of warranty and at 32K miles had my first electrical gremlins start to pop up (weirdness with rear door locks). I had a great local dealer and wouldn't hesitate to buy/own one that was under warranty. Out of warranty though...probably not.
THere are some fun Subarus, but the new CVT transmission frankly sucks so if you're looking stick, great. If not, drive it and see if you like it. I just bought a BMW X1 and 500 miles in absolutely love the car. I really prefer German interiors - they just get the aesthetic better. I drove the Mazda CX5 and it was ok but the interior was just...meh. Subaru isn't much better. Even the premium Japanese cars don't send me but that is a totally subjective thing.