I am in the same boat because my RS3's are near their end. Will you be faster on R-compounds? Yes. Would it be more fun? That is subjective. For me right now I will probably stay on street tires because:
1. I do not want to drive to events on my R-compounds.
2. Even if I do a switch of tires at the track that means, I need to buy a trailer and hitch. Pay for annual trailer registration and store the trailer at home somewhere.
3. R compounds will have half the life and cost more.
4. Higher g-loads, and I don't have an accusump or the soon to be released Canton oil pan (if they ever get around to doing it)
5. R-compound hugely masks errors in driving. Sliding my RS3 and having to be gentle on the throttle is teaching me tons.
Nonetheless, I will probably go R-compound in the future, but I will do that when I have the extra $$$$ to spend (assuming I still have my car... it is up for sale
Also my car is FAR more modified than your car. I would do more track oriented modifications before going to R-compound tires.