The GTI, for all its teutonic attractiveness, has always seemed to me to be a bit of a raw deal. It's not exactly cheap (all told), first of all, and:
1) It is front wheel drive. If you live somewhere that you need to worry about snow, FWD just never works as well as you think. If you don't live somewhere snowy, why would you buy front wheel drive? If you want a fun new car, get the 135i. That thing is a rocket.
2) That little 2.0l turbo is fun, but wheezy. The car is fairly heavy, and while the interior is "nice," it's fairly boring. Not so much character in VW's interiors, even less (I find) than Audi's. While ~200 horsepower feels fun for a bit, that enjun really needs some tweaking before it even feels like it is breathing right. And once you've tweaked it, it's no fun to drive a fwd car with massive torque steer. It does have good luggage space, I will certainly give it that. And it looks reasonable - Although I find my 07 WRX so hideous that it's absolutely adorable.
3) VW has an absolutely horrible service record. From what I've heard from friends who own, upkeep is fairly pricey to boot. Mileage seems good, but for a compact it should be.
All in all, in my experience, it is not only fairly boring to look at, but also fairly boring to drive. It is staid, predictable, and utterly normal. Turn-in is nice, and it's got reasonable balance, but the roll-and-stick that characterizes the Audi/VW group is pretty boring. It handles better (sort of) than my subaru (by which i meant there is slightly less understeer), but I'll take the subaru 224hp boxer-4 over the little 2.0t any day, as well as the AWD (that being said, I think the new versions of the WRX are unbearably hideous). But again, I am attracted to the slightly raw, unkempt feel of japanese rally-compacts, and I like driving fast in the dirt.
Some people have mentioned the R32 already - this is probably what the GTI should have been. It's a little ungainly, but at least it's more interesting than a GTI. Audi A3 could be worth a drive as well, but I like the shape less than the GTI. I'm also sick of Audis.
As I said, the 135i is an absolute rocket and an absolute steal. It outperforms most things in its price range, handles like a bmw (with the caveat that I believe it lacks a limited-slip differential), and the engine is to die for. Seriously, that turbo six is incredibly sweet. Ridiculous low-end torque, lovely subdued but potent engine note - at the very least, it's worth a drive.
As is the Subaru STI and Mitsubishi Lancer EVO (and even Mazdaspeed 3, I guess)- although you said German, and if you're considering a "grown-up" car, I doubt you'd like either of those. But if you want performance bang for your buck, Japanese is the way to go.
I have no experience with lexus, but some of the IS cars (the 350 [or the ISF if you jump up about 20k]) might do it for you.