I sold by MK5 GTi back in March, to make way for an A3 Sportback 2.0T Quattro (2007), in sprint blue, as i needed a 5 door.
In my experience so far there really isnt that much difference. Granted i dont push it to its limits of cornering ability, so I havent noticed any different between the 2 really. The Audi feels slightly tighter, but that might be because it has 30k less miles than my golf.
Engines are exactly the same when you look under the bonnet, everything in the same place.
I quite like the quattro aswell. Fuel does suffer a little with the quattro, but in the wet the other day, where the golf was spinning this seemed to be much more stable. Might just be a placebo, but thats what it felt like to me.
They do seem quite rare in 2.0t with quattro format though, as I was looking for a while, whilst considering a focus ST at the same time.