Not sure the Focus RS or Megane RS can fit 17 inch rims because of the brakes.
Please bear in mind that the GTI can have 16 inch rims.
The main reason for having larger wheels is to accommodate larger brake kits. The Cupra, R20, etc have 18 inch rims as standard and 17 inch as minimum.
If brakes are not an issue the best rims sizes for a Golf GTI are 18 or 17. Some use the 17 inch rims for BTCC, WTCC (ATS makes 9x17 rims for this) or other touring championships. Others use 18 inch rims in different championships.
My personal choice would be (if brake clearance is not an issue):
17 for light weight, better on B roads due to the larger sidewall
18 for looks
Both are good for motosport depending on the exact use (also tarmac/gravel/snow, etc).