I have a 2008 Rabbit (2 doors, though), I've put almost 11K miles on it now, and it's been a fantastic car. I don't have any problems or complaints with it. It's comfortable, handles very well, and is slightly quicker and lot more uncommon than the Jetta. The resale for all of these cars should be pretty good, considering Volkswagen just won a bunch of awards for having high resale value and Mazdas are traditionally reliable, solid cars.
I considered all of these choices, along with a few other models, while shopping for a new car last year and I'm still glad I chose the Rabbit. I really like the high-quality interior feel (better than the Mazda's, in my opinion) and the functional hatchback. It has plenty of power and it's a blast to drive for being an entry-level car. Mine has a manual gearbox, which is great. Very easy to drive and it shifts smoothly so I'd highly recommend it (better mileage than the auto too). Although the Jetta has the same engine, it's just become too mainstream and I thought I'd like something a bit more unique. The Mazda just didn't do much for me style-wise and it doesn't have as much power as the Volkswagens.
