That's a tough one. I'd probably go for the 3.
I am unimpressed with the Golf/Rabbit with the 2.5L, especially with the auto. IIRC the 3 is cheaper. I'd save the scratch and go for the 3.
Dad has a mazda 3. He hates it. Its loud and feels like a big piece of sheet metal. Yes its a tad more fun than my golf but both feel very different.
Just add a sway bar to the golf and you're good to go. The VW is built MUCH better than the 3.....the 3 is cheaper though.