Ok. I don't have experience of a 182 Trophy but have had my 172 Cup for 3 years and previously done a lot of miles in my brother's R26.
They are two very different cars, both had their own market (hence why Renault made them) but each are now definitely an enthusiasts car and like you say can complete for a Renault fan with a £6-8k budget.
All the following is my opinion of course:
Clio is rawer, harsher and more tiresome especially at 5/10ths.
Megane is clearly comfier and more practical.
On the flip side, push the Clio on a little and it's more involving and fun at lawful speeds.
Straight line performance isn't hugely different stock v stock but the delivery is very different. Accessible torque and low down boost from the R26 v wringing the neck out the Clio.
Clio edges steering feel for me and the compact size makes it easy to plot a route and use all the available tarmac on a twisty road.
Megane takes it on outright grip stakes, the LSD allows for outrageous cornering and exit speeds when you push the accelerator on the apex.
Both cars are great on the brakes. With decent pads you can't complain with either.
When you start to tweak, the Megane will leave you for dead with a remap and supporting mods. The difference between stock and that is massive. Properly fast car once that has been done.
Investment wise, the 182 Trophy is the one for me. Prices are on the rise for clean, low mileage cars. R26 prices seem to have levelled out. I can't see them picking up either with the .r being the halo model and many people holding out for a gen 3 car. That means nothing to me as I prefer to drive my cars rather than looking at them in the hope they will make a few k.
All in all it's a difficult choice to make. Many have jumped ship to a Megane only to return. Many have not looked back.
Good luck - I haven't decided where I'm going from my Clio next either! But my dilemma is 200 v gen 3.