Certainly sounds like you've already decided on an MS3 (and there isn't really a "wrong" choice in this segment), but I'll throw in my 2 cents:
I considered (and test drove) the WRX, GTI, and MS3 back in 2010. Ended up picking the WRX as the AWD factor trumped the FWD options (IMO). That said, the interior is very econo-box.
The GTI was a close 2nd for me. It's not super fast, but the interior and "german feel" of the package are really quite exceptional in a $30k ride. I still look at GTIs (and especially Golf Rs) with some envy...It really is a perfect little package for 99% of daily driving.
The MS3 just came across as as a mismatch of power and chassis. Huge torque steer that never inspired any confidence to drive it quickly. The GTI seemed to reach that perfect limit of power for FWD.
Reading reviews, sounds like ST has pushed that power limit while still maintaining nice handling dynamics.