I've heard some conflicting things about the Mazda. Supposedly the powerband is weird and the shifter is a little uncooperative. There is little doubt the GTI is the nicer looking car. I have never liked the 3 hatch and the new front end is not any sort of an improvement.
I think that a mazdaspeed 3 sedan would look a lot better, even though it's not as purely functional as the hatch. I'm keeping my GTI and hoping that VW decides to chase a few more hp from the 2.0. With the DSG it already is almost as quick as the 3.