Upkeep is expensive on the R's, mostly due to the abundance of electronics and sensors. The shocks are pricey, with delicate accelerometers at each corner, and the high-output motor can wear out the collar in the angle gear (front diff) causing failure, but it's not terminal in any way.
You can build a fun alternative with a T5 for sure, but the 2.5T cars give you another option. A larger turbo and exhaust, plus an engine remap will give you 300+ HP and even more torque (the 2.5T motor has an extra 0.5 point of compression.) The 05+ 2.5T is basically the same motor with a tiny, tiny turbo. You can get them with AWD or FWD, but sadly, no manual transmission.
The Haldex system seems to suffer from faint praise in the performance-oriented media, but it works flawlessly for most. The cars of this era can put up to around 90% of the torque to a single wheel through coordinated use of the driveline clutch and traction control.