Few practical considerations before you consider MPG:
- if the new wheels/tyres are wider than the original then you may have clearance issues on full lock, plus the original GTI may have had a reduced suspension travel
- you will have to notify your insurance company of the modification
- larger alloys generally overlap the tyre to keep the rolling radius as similar as possible, this means you have to be forensically careful with kerbs
- your speedo will probably underread compared to before (as I think in most cases this is taken off the final drive)
As for MPG, this is a difficult question to answer for certain. All things being equal a bigger wheel should move you further for one rotation of the engine, at the expense of acceleration. Not sure you'd experience much difference in real life as you may well overcompensate with the speedo under-reading.
Personally I think a 3" jump is a bit much on a standard Golf and is getting into Max Power territory, but it's all down to personal preference. Some cars look awful on their "standard" wheels - BMWs spring to mind - and an upgrade of an inch or so (remember the width goes up too) is well worth it. In any case I think you need tank tracks for the current state of many of our roads!
SSE