The Golf R would be the better choice. As with most things, Audi gets the car first and then VW refines it and makes a better car without the issues.
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Golf R's are as rare as hen's teeth, good used Golf R's are even rarer. New R's are relatively expensive against an S3 spec for spec.
I was at Elsecar mega-meet today and there were four white S3's there , but not one MKVI Golf, let alone an R. There was a Rising Blue Golf R in the carpark which looked better than any of the S3's though!!
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