Im a little biased, but R32 all the way! A3 you can not get quattro and manual together so then there is no pint getting that car. VW R is great but in the american version you can not turn off the traction control, 6 speed manual, awd and turbo are all awesome though, and a few mods, ie tune exhaust etc will give you some great power.
Then there is the R32, Go mk4, mk5 sucks cause it came in Automatic only (Booooo!)
Mk 4 is also the most raw version, amazing 3.2 VR6 engine, good power, awd, 6 speed manual, you can completely shut off all driver aids (traction control) its the most pure drivers car out of all 3.
Also they are great year round, with a set of winter tires I can get anywhere I want, even in 2 feet of snow, in the summer I can take it to the track and autocross and compete against some great cars as well.