They are essentially the same. The GTI has a different (better) trim package, and you can get beefier engines in them. I think the options for the Golf are:

2.0 inline 4 or 1.9 TDI (diesel)

while the GTI has:

1.8T or VR6.

If you have the money, get the VR6. If you don't care about the engine, or want an automatic, you might be better off with a Golf.

Hope this helps.

Its a true shame that the GTI in recent years have turned into just another trim level to the Golf.

Thankfully VW realized that they killed their drivers' car. In 2003 the 20th Anniversary Edition (20AE) GTI was introduced. This was the first true GTI since 1992. All the ones in between here heavy, floaty, luxo-boxes. Then in 2004, the R32 was introduced. In truth its not a GTI but a GTI++. I drove one yesterday and the sound of the engine alone is absolutely incredible. Its the most fantastic sound you'll hear coming out of anything not manufactured by Ferrari or Porsche.

I've got a 20AE GTI and absolutely love it. However, I'm considering getting the R32 simply because of the engine. The rear suspension and the all-wheel drive isn't bad either.

*sniffle* how I miss my GTI....totalled it in october. would kill for an r32, but for now I'm stuck with a really crap car that I won't even mention the maker...