The VW fuel consumption estimate for the 2004 R32 is 19 mpg (city) and 26 mpg (highway), which in my experience has been reasonably accurate, with one caveat. In 2011 (fuel economy data for previous years can be found here) I had an average of 18-19 mpg with a mix of city and highway driving. Pure city driving it can be as low as 13 mpg. On a more positive note, with pure highway driving it's easy to average 26-27 mpg.
In celebration of eight years, I've uploaded some audio clips of the 2004 Volkswagen Golf R32, oddly enough located in a section titled R32 Audio.
Finally, here are some pictures of my R32 over the years. Most of these have been posted previously in one form or another.