I haven't received my 125i yet so I can't really pass too much judgement.
I've brought my 125i to replace a Mk6 Golf GTI DSG which really was a fantastic car. From reading all the reviews the 125i should be a very capable replacement and offer improved performance, handling and refinement. The 125i can certainly be considered a hot hatch if that's what your after.
My only slight concern from the reviews is there is supposedly no gratifying exhaust note on the 125i which is a real shame.