135 is super old tech - the car is essentially now well over a decade old.
Golf R only makes sense if you (a) really want AWD and (b) want a manual transmission
S3 is a fantastic car, but not available with a manual. This is a deal breaker for me, but I believe you currently drive an automatic, so it may not matter much to you.
---
My recommendation? S3 all day long for what you personally probably want. If it were me, and I had to pick one of those 3, it would be the Golf R, but only because of the manual. Otherwise, the S3 is a far nicer place to be in.
You can get a very low mile 2016 S3 Premium for about $30K.
If you want to spend a little less for something with more miles and a bit older, here is a 2015 S3 Prestige with 39k miles on it in Kansas City for $26,500.
https://www.carskc.com/details/used-...di-s3/57012177
This car is currently on Manhiem OVE for a buy it now price of $25,200 - so that means you could easily buy it for that.