well I can understand your situation.
In all honesty there is no real major comparison between the two. Hence why everyone is throwing out the idea of the Mazdaspeed 3. It's more on par with the GTI seeing as both cars in essence are purpose built.
Sure the GTI will have more amenities and a step ahead build quality but both cars are great in their own right. Now compared to the speed 3 I would take the speed. The MS3 is not only cheaper and more powerful but I imagine it gets better gas mileage (just a guess here guys, don't lynch me for this) and is an all around better performer with more overall bang for the buck.
However the GTI compared to the base model 3 is like comparing apples to oranges. The Mazda3 will give you an all around great car. Good build quality. Lots of options that can bring it to a closer level of the GTI (Navigation, Xenon's, etc.). It has better gas mileage, insurance rates are lower, it handles great, has good aftermarket support, etc. etc. etc. the list goes on.
However I happen to love the GTI myself. I find the new MKV styling is gorgeous. The lines flow exceptionally well and the car is just very well put together. Sure the car is pricey and especially once you start adding the options. Not to mention the insurance rates are easily higher. Whatever the case the GTI gives the best of all worlds. The first thing I would do after buying a MKV GTI is change the suspension. The thing shows it's weight around corners although it is no slouch. The power band is quite nice and gives you just what you need where you need it. The DSG is absolutely amazing when you want to have fun (personally I prefer the 6spd manual).
At the end of the day you can't go wrong with either car. But you're comparing apples to oranges. One car starts at roughly MSRP 14k and the other starts roughly MSRP 20k. You're really kinda on opposite sides of the spectrum. So at the end of the day it depends on what you want out of the car. If you want more utility, better insurance rates, better gas mileage, better price, then I say go for the Mazda 3. If you're worried about good fit and finish, stylish looks, and having a grin on your face when you drive, get the GTI.