Well I consider 3/5 doors a different segment than CUVs/crossovers, but to be fair shit like the HRV blurring the line anyway.
Golf/GTI, Focus ST, Mazda 3 and WRX 5 door are all plenty viable and fun choices if you are looking for a sedan with cargo volume.
I am one week in with my GTI and love it. I traded in a Mazda 3 to get it, and I also read up on/considered the ST and WRX.
Mazda3 pluses:most efficient combustion engine money can buy getting 30/40. handles very well. can get a fully loaded car for a very good price. not quite lexus comfortable, but comfortable. elegant design. reliable. Bose sound system is pretty decent.
Mazda3 Minuses:zoom-zoom presently means driving a slow car fast. it could be quieter inside the cabin. it sounds like the engine is laboring more than it should. you will want it to zoom more. not sure what resale value will be like.
verdict:wait for the speed3 or whatever's next if you care about performance.
GTI pluses:0-60 in 5.8 stock, 4.8 with a $700 ecu upgrade
with no loss of mileage. handles even better than the Mazda 3, especially in sport mode. the interior on the SE and higher is really nice. the sunroof is the best, works better than any other sunroof i've had. the car is straight up fun and faster than most cars on the road. farvergnugen. automatic is as good/better than manual. Fender sound system rocks.
GTI minuses:turbo 2.0 makes it less efficient than the mazda at something like 26/32 (but this is actually really good considering the performance gains). needs 91 or 93 octane. boxy design (if you don't like that). potential reliability issues and more costly repairs. stock austin wheels are easily scratched. will probably need a set of winter wheels and tires.
verdict:newly biased, but test drive it, and the car will speak for itself.
WRX pluses:slightly faster stock than the GTI. awd for surer footing (although the GTI has a Performance package option that gives it reportedly exceptional cornering, too). handles very well. lower cost of maintenance. probably decent resale value.
WRX minuses:automatic only available in CVT!!! mileage not as good as the GTI. cheaper interior than GTI. absolutely worthless nav (get it aftermarket on subarus in general). not really sure of the point of the STI. not as efficient as the GTI, recommended premium fuel.
verdict:I like it, but I couldn't get the price point and configuration that I wanted. I wanted an auto-stick, and there are some disturbing anecdotes about subaru CVTs once they hit high mileage.
ST pluses:fast, less expensive than the others.
ST minuses:only available in manual, i still don't trust Ford or american auto company cars. looks cheap to me.
verdict/disclosure:I didn't spend as much time with this one. i am not into modern american sports cars. can't fairly say.
Best advice at this time: buy a GTI SE with performance package. Buy the APR ECU upgrade. Altogether you will have a 300hp/370tq 0-60 in sub 5-second hatch with a lot of comfort and amenities and efficiency for around $30,000. It's my alternative to the bmw clownshoe.