We test drove both, if briefly today. It always amazes me how cheaper car dealers always seem less willing to let you have a proper run, with their test routes etc, but to be fair we didn't have a lot time and the young sales guy was very attentive and efficient, so no concerns there.
Megane 265
Not a great road car in my humble opinion and I know what the magazines say about them. I drove the 250 one previously, but this was my first run in the 265 version which was running the Cup chassis. Too stiff when the road gets rough, steering is not very feelsome, gearbox was slushy and the torque steer was very apparent to the extent where on a bumpy road it corrupted the handling. Not really impressed to be honest, no point going into chapter and verse but didn't really do the job I expected. Smooth Welsh mountain side and I'm sure it would be great fun but as a car to do mostly road work to and from an office, nah, to compromised. Next!
Clio 200 Cup
Loved it. Instantly felt more at home than the Megane, still a bit too stiff due to Cup but simply more fun. Power didn't corrupt the steering, it's less and is more linear and steering and gearbox both work better. Pedals are lovely positioned for heel toe work and though the seat didn't go low enough for me, it did feel more sorted on the road than the Megane on the route we took which surprised me. Not sure where the wife is at on the Clio, she loved the look of it and was happy with the interior too but we now need to make some decisions.
Have to say I really liked the Clio, better than I remember it around Oulton (that was a 197 one I think) and great fun.