Owned one for over 2 years, 56 plate DSG. Loved it and enjoyed all time I had it. It's not a GTI+ and shouldn't been looked as such. As standard it's more of a GT++ than a GTI.
Most will be higher spec than the GTI which you would expect as the top of the range model at the time. The MFSW and paddles are standard with the DSG box along with the highline computer.
The options to look for are the Recaro buckets (they're really good), RNS510 nav, winter and luxury packs.
In terms of issues, most of which will affect all mk5's:
Wing rust is really hit or miss, mine had none at all.
Cam chain stretch is no where near as common as mk4's, mine was not recording any stretch at 60k and 50k of that was it modified to almost 300bhp. I didn't hear of may mk5's needing chains through the forums or any of the specialists I'd used.
DSG must have been serviced to schedule (or more often) should change up and down just like an auto in 'D'.
Manual mode should change very smoothly up and down (and it blips the throttle on downshifts), just be aware you have to drive differently to a manual, to drop gears in manual mode you must keep your foot on the gas, otherwise the car thinks you want to slow doen and will engine brake. People think this is a fault but it's not.
Haldex servicing - same rules as DSG. Check it's working with a reasonably quick lauch from standstill, you may get an initial chirp from the front tyres but then the system will shuffle the torque to ensure traction, you should be able to pin the pedal to the floor in 1st from a standstill with little drama. This is one of the things a GTI can't do.
Other things to watch for - knocking from front end could be bushes but could also be the rack ends, they're not repairable, only solution is a new steering rack at over a grand (this would be the same for all mk5 golfs as they use the same rack with different maps for each model)
R specific:
they can eat lambda sensors and MAF's but usually due to decats and oiled air filters
Recaro buckets can wear badly on the bolsters due to how deep they are
Any damage to the front centre bumper (the silver part) are not repairable unless you paint it a different colour and genuine replacements are over £400.
For loads of info and advice, go to R32oc.com or mk5golfgti.co.uk
TBH, drive both and decide which you like most.