Is the new Golf R going to be a "regular" model, or will it be limited production like the previous version? If it's a regular model, and production can be increased to match demand, you might have more negotiation room - but only if you wait for a while after it first comes out. But if it's limited-run model, I think you're SOL. Dealerships will get their allotted number of Rs, and charge whatever they want for them. Around here, our VW dealer likes to tack on useless baubles to jack up the price of desirable cars (i.e., body kits on GTIs).
And it may be different in your region, but I don't think VW dealers are the most inclined to negotiate...
On the plus side, if you do decide to put down a deposit, could you get it back if you decide not to purchase? I wouldn't have thought so (seems to defeat the point of a deposit!), but I've heard others claim you could walk away from the vehicle and still keep your deposit.
I think JB's got it right though, you can't go wrong by waiting a while. They aren't going to sell out THAT fast....and if they do, there's always another car!