Yes, parts can be be more expensive if something major goes wrong, or electronics fail. Your best bet is decent mechanical insurance that covers mechanical and electrical.
New Japanese cars are pretty pricey when things go wrong too.. Again, due to electronics and throw-away design. The main difference is there are more local supplies of parts for common models.
I'd say TCO is for Euros is about 5-10% more max if you're smart and don't buy a lemon. Once you find one you want get a vehicle inspection done by someone who a VAGCOM to connect to the ECU etc. That will show up all sorts of errors in the transmission, engine, electrics, etc if there is something up with it.
As for fuel, any higher performance engine (and almost all Euros) will expect 95.. Budget accordingly.
Oh, and if it was my money. I'd totally go the VW or Audi (we have a B6 Passat V6 and 8L A3 1.8T and love both to bits). The GTI and A3 2.0T are the same car engine wise so you can just pick on style :)