The 125i M Sport feels more glued to the road than the GTi.
I would not worry about the exhaust note, you will be too busy enjoying being pushed back into your seat and seeing the road come at you.
If you want to have a better sound, I am informed that BMW Performace are releasing a tuned 70mm twin system back box and pipes later in the year just for that reason.
A friend in the USA says that you can get a mufler shop to modify the aftermarket M3 system (ebay USA $900.00) to fit a F20 to have quad pipes and a great sound.
The BMW unit will be around 2,200 euro.