Long time since I've posted on here but do read a lot.
Anyway, I was in the same position and test drove 2 Golf R's, ond of which was a near new Mk7.5 R Estate (Both DSG's) and also 3 Audi RS4's (B8).
The Golf will win any argument when written down on paper, cheaper to buy (for newer and lower mileage), higher tech, cheaper tax, higher MPG, cheaper servicing, less "bork" factor (through a massive bill), bigger boot etc etc etc.
However, the Audi RS4 has a V8, is an RS Audi with the wide arches etc and even though it is older it is in my opinion a higher quality interior.
Test drives of the Golf's showed they were very very good cars, but just that - cars. It didn't wow me and I felt I would be wanting a change pretty quickly / modifying it massively. I didn't like the DSG box in the Mk7 Golf (6 Speed I think) - it was hesitant and always seems to do what I didn't want it to do. Mk7.5 with the 7 Speed DSG was much better. Very airy car inside, lots of glass etc, massive boot, comfy seat, lots of tech, easy peasy to drive. Didn't like the noise, with the sound booster thing it was ust boomy, and without it just a 4 pot, the DSG farts were annoying too.
Test drives of the RS4 showed the engine to be really special, the start up and the noise is amazing, the S-Tronic is good but not perfect - prefers fast driving as opposed to town driving, car handles well but it is heavy and it feels it, interior is much older tech that the Golf but it is a nice place to be, very solid and it still has enough toys (adaptive cruise (although it cuts out below 20 mph whereas Golf will stop and go)), DAB, climate control, cornering LED headlights etc etc.
I bought the RS4 and a year later I'm still loving it. It feels special whether going to Tesco or chomping up and down the motorway, on a back road revving it out makes a sound to die for.
I did have to look at 3 before I found one I'd consider buying and even then it was only subject to getting work done. First was a Jersey import and clearly clocked (looked tired, interior creaked and groaned), 2nd had very bad paint and had been smoked in, 3rd was in excellent condition but needed a new DRC damper, rear discs and pads and diff and gearbox services, (£2k of work at a specialist). It already had new Pirelli tyres and front discs and pads!