Mazda 3: A little more interesting styling, more agressive. A little more horsepower, probably several hundred pounds lighter. Probably better handling.
Golf: Handsome styling, more attractive to those "getting on in years". Less horsepower, probably softer sprung, but at least it finally has a real rear suspension. Heavy, but more luxurious, probably safer.
It's a tough call.
I think they're two different cars, appealing to two different markets.
3 is for 20-30 years olds looking for an exciting economy car.
Golf is for 30+ years olds looking for a small, yet luxurious small car that is fun to drive.
Based on appearance, I like the Mazda much better. I can understand why VW would want to be conservative on a high volume model like the Golf, but if I saw it on the street today, I doubt that I could tell it from the current car. The "3" looks much more distinctive. Hope it looks as good on the street as it does in pictures.
It would come down to handling, steering feel and seats. I love the steering feel on the Focus, but the seats are marginal. Also, the availability of stability control and a diesel engine could be tie breakers.