I did the swap the other way, having got rid of my 3 series last month for my GTi. I would say the build quality of the BMW is better than the Golf, but the ride was extremely hard (I had an M Sport version running 18's).
I sold it for exactly what I'd paid for it last december which shocked me, but then I guess a low mileage diesel 3 series with all the right toys will always be a good bit of stock for any BMW dealer!
I'm happy with my GTi though I wish it didn't rattle quite so much, and the DSG seems to change gear too early when not "pushing on"!