I still love driving my car. The engine sound and the handling are excellent. I have had a lower suspension installed (which also weighs less); love it. It's really nice to have the Golf (GTI) get a great engine and suspension (especially independent rear) that put it back on top of the list of small performance cars. I think Volkswagen's efforts to push their products upscale is a success.
The seats, the stereo, the engine, and the solid feel of the interior.
Tire pressure sensors would have been nice; especially since there is NO spare tire. Electric seats with memory would be nice to help getting in and out of the high bolsters of the seats. Shedding some of the weight or more horsepower would be nice; more performance. A more performance oriented clutch