We've had multiple MK4's, including several wagons. Currently have a 2001 Golf TDI, 2015 Sportwagen and a Tiguan with a CJAA. As to what's better, it really depends on what you want. The ALH MK4 Wagon might be one of the best vehicles ever made. Very reliable and cheap to operate. Very easy to modify and there are lots of factory and aftermarket parts available. I can't speak to the 2010 Sportwagens, but the 2015 is a nice car. Ours is a DSG. It does everything well and averages 42 MPG around town. The warranty is pretty extensive (up to 162,000 miles), so unlikely to require expensive repairs. Because the warranty is fully transferable, it is a low risk for a used car.
Personally, I might be reluctant to have a car with a CP4 fuel pump. I'm not sure what you can do in California with the newer cars. With the ALH, you could fit an automatic injection pump, upgraded injectors and have a nice driving car with a stock tune, so no issues passing smog test. Just FYI, a 2002 ALH wagon is almost the same as a 2003, they changed to a different console in 03. The 02 had the smaller rear bumper which I think looks better. The MK4 will probably need injectors, maybe some suspension work and some interior work. But once that's done, you will have a great car. Both cars have their advantages. If you don't want to shift, the DSG is probably the way to go. But a modded ALH with a 6 speed is a pretty nice ride. If you are thinking DSG, I would look at a 2015 before you buy, for the warranty if nothing else. There are plenty around and not terribly expensive.