Definitely understand the feeling. You really need to seek out the country roads or low traffic highway times to really get the car moving. It just won't happen on the average commute. Best you can do is leave the car in a low gear to at least get the revs up...
Truth be told, I rarely get out to those country roads and thus rarely actually use much of the power of my car. I don't really mind, as I still love having the power and especially the AWD - but I do question whether I'd actually 'need' a Stage1 tune (fortunately that decision won't likely be rooted in any logic).
In your case, and from the test drives I did last year, I'd certainly prefer the GTI to the MS3. Yes, the Mazda has more power - but in a FWD car that I'd spend 99% of my time simply 'commuting' in, I'd rather have the features of the GTI.