I noticed there were no reviews of the 2003 GLI so I figured I would add one.
I purchased this car just over a year ago, for those not familiar with the GLI it is the sportier version of the Jetta. It has the new VR6 engine, which is finally 24v and is truly an engineering marvel (how they fit it in such a small chassis). It's rated at 200 HP (although rumours are it is underrated - and it sure feels like it) and only comes in a 6 speed manual fully loaded. I believe the only option was the power sunroof.
We test drove the BMW 320 and 325i, Audi A4 1.8T and Acura RSX before purchasing this car and I would definitely recommend it over any of them. It's faster than all of the above and a lot more fun to drive. The only advantage the BMW had was handling which was superior to that of the GLI.
The car is tons of fun to drive and never gets boring.
My only complaint is the understeer on turns, but it's nothing some suspension adjustments can't fix (if you are so inclined).
The car is very difficult to drive smoothly, the gear ratios are very close and so it feels shifty. However, I don't necessarily feel that this is a bad thing neither is the notchy feel of the 6 speed shifter, in fact I feel that it adds to the thrill of driving the car. I don't believe it is meant to be a smooth drive, it feels sporty and the slightest touch on the gas pedal makes the 17" tires scream.
The only way to understand the appeal of this car is to get behind the wheel, turn off the traction control (ESP) and take it for a drive. All it takes is a few minutes and you'll fall in love.