My mate has a 182, although its fast and very nippy i don't think i would be able to live with it everyday after me now owning a Golf - French build quality and all. I think you'd be in the same situation after a BMW.
I'd recommend a Golf GT TDI, i know someone who had one (high miler) that returned 56mpg everyday on the way to work. His brand new 320d only manages 42mpg at best.
In terms of build quality between the Golf and 3 series i don't think they're THAT different.
Cheers