The manual is cheaper an more fun, the DSG is great in traffic and keeps your left foot very relaxed. It's a tough one.
I also drove a 2014 Volkswagen Golf GTD, which was just fine with a DSG.
Manuals are dying and we are the ones to blame. Still, when it comes to a 2015 Golf GTI, I believe a stick shift should be a no brainer. After all, the manual will be cheaper to buy, cheaper to service, and you can always spend the extra money on gas...