Efficient and fun... and (given your current choice) around $8-10k? I'm not sure a MK4 GTI is really going to be that economical, yes it will be fun but its a euro car and they are prone to wallet-emptying scenarios when (not if) they break down. Not to mention the whole "car + turbo = money hole" thing. My boss has a MK4 R32 and... well, let's just say he catches the bus more since he bought it.
You have your typical things like rexies, R32/33s, S14s, fozzies, etc. in the turbo camp, which to me fun > efficient