I can't really speak on G/Z cars, so I left that out.
I have heard that E36 M3s have had weak rear subframes. I don't know if that was fixed in the E46, but is worth looking up since it isn't cheap to fix.
I have an '03 Audi A4 1.8T (same engine as GTI) with almost 80k miles, and the turbo doesn't leak oil at all. My mother also drives a newer VW Jetta GLI which also hasn't had any issues with oil leaking anywhere.
R32s are really sick, though. They are definitely tough to find, but worth the investment. Very impressive in stock form.