go drive one, i was very impressed with the TDi when i use to drive dealer swaps for VW
the GTI / GLI definitely has more top end power, but the TDi felt great in the RPM range you actually drive in
passing power for days, handling was quite good, interior finish is far ahead of the japanese imports
the jetta wagons felt better overall when compared to the jetta sedans, nicer interior materials, and seemed to ride and handle better
the Passat TDi is also an awesome car (if i wanted a more "grown up" vehicle i would seriously look at one of those)
never got to drive a Golf R, but i drove pretty much everything else they had, and the TDi were far and away my favorites