I completely understand where you are coming from with the sitting on the seats rather than in them. My previous Mini Cooper S daily driver was guilty of this problem, there was no feedback through the seat.
I'd say try the RS3 with buckets and see how you get on. I find plenty of feedback through the buckets, as much as the Megane R26.R buckets and that had 6 point harnesses too (to be fair the R26.R had much better steering feel/feedback). I can understand people not wanting buckets but for me being clamped firmly in place is a must with a car like this. On track, or covering the ground swiftly, being held in place is worth a fair bit of time and more importantly confidence in knowing what the car is doing.
I can only describe the feedback I feel from the RS3 through the seats. Just yesterday I was pushing on in the wet and turned in to a right hander a bit quicker than usual, the front tyres stated to wash a little wide with understeer. It was through the bucket seats that I could feel the pitter patter of the front tyres losing grip and sliding. Getting back on the throttle to push some power to the rear it is again through the seat that you feel the traction transfer to the rear of the car. The RS3 gives a slight shimmy at this point as the chassis adjusts. Once you feel the push in the seat rather than the pull and tug through the wheel you know you can add more throttle, that settles the front tyres and pins you against the shoulder of the bucket seat and again rocket away. It's difficult to find words that really describe the experience but the RS3 is a car where you can feel the grip.
I feel like I'm sitting 'in' the bucket seat in the RS3 but I know that's a personal thing. When I say 'in' lets be clear it's not as direct an experience as say a Honda S2000 or a Westfield/Caterham. At the same time it's as good as any road/semi track car I've experienced like the Evo or R26.R.
No saggy bottom on my buckets to date, they have some fancy trim but as far as I know they are the same as any other RS3 bucket.
If the RS3 buckets are not to your liking try a new RS4 with the standard Super Sports seat, I thought they were the ideal compromise between standard seats and buckets, great for the road yet snug enough for the track.