After owning two Golf R's (first manual then DSG) and now a S3 manual, I would say go with the Golf all day long.
The standard spec in a Golf R is way better than an S3 so you will have to pay extra for the options in the S3.
Standard items in the golf which does not come as standard in the Audi: Automatic headlights, Parking sensors and cruise control.
They are three things I would think any car which costs so much would have as standard.
Drive wise, the R felt more planted at speed whereas the Audi seems more like cruiser.
The R is better IMO and I really believe the interior on the S3 is nothing to brag about compared to the Golf.