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.
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!!