I've had the R32 for over a year now and it's a really great car. Over here in Hong Kong, things are very different so it's difficult to do a fair comparison.
To give an idea: I paid HK$400k for the new R32 and it was fully equipped with Recaros and all, a very good deal. At the same time, A3 3.2 was selling at HK$550k. They are basically the same sort of cars, (A3 didn't have the Recaros) so the brand's name means a great deal of money!
The fuel bill for the R32 is not really a problem. I drive perhaps 50/50 town/motorway and it's about 12/13 litres per 100 km. Please do the sum for the switch to gal/miles, I'm not good at it.
My wife drives the A4 2.0T Avant and it's been chipped with APR Stage 1 (This is quite hot here now). In theory, the two cars are about the same: 240 - 250 bhp. Apart from the chip, both are stock.
Although the power of both cars are almost identical, the R32 is a lot more enjoyable to drive. This is mainly due to its suspension, AWD, and shorter wheelbase, and the chassis' rigidity.
I've not driven the 3.2 A3, nor the Mk IV Golf, nor the S3, I just want to share my experience with the two I have.
By the way, the new S3 with the 2.0T has arrived here and is selling for approx HK$600k.