I would just go and drive both cars, on paper the S3 looks the better car, but I think you could be surprised.
It also surprises me how many people are going on about buying the S3, as its a better build quality?? Agreed, but surely how they drive, being as the Golf is also well built, but not to Audi standard, is higher up on the wants list, or is it only me that thinks this?
Anyway good luck with your decision, you won't be disappointed with either, however on the arrival of the Golf R, I would expect the S3's residuals to take a little kicking, as will the R32's. To be fair prices have levelled on all models, and some are depreciating as normal again.