Just finished listening to those mp3s I downloaded. I think Possum hit the nail on the head w/ his comments about each singer being best suited for different types of songs.
I'll keep my song descriptions short, since these are only mp3s. Still, they're good enough for this purpose. Unless otherwise noted, these are not sung in English.
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Faye Wong
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Angel - Relaxing, peaceful, her voice just carries you gently away.
Century of Loneliness - I didn't like this one. Her voice just sounds too slow and gentle for the fast (grungish?) rock background.
Devotion - A gentle lullaby type of song that goes well w/ her soft, wistful voice.
Dreams - Cover of the Cranberries' song. Pretty good, though she seemed to fade out before I was ready for it on a few verses.
Eyes On Me - From FFVIII. Sung in English, this is a very romantic ballad. Faye sings gently, but passionately. 1 million dollars is overkill for pretty much any song, IMHO, but I could definitely see her being well paid for this one.
FFVIII Ending Theme - Now this was kind of bland to me, at least the vocal parts. Not bad, just not interesting.
I'll Marry You Tomorrow - Again, not bad, just not particulary interesting. Greater emotive range would've been greatly appreciated.
Miss You Night & Day - Bah, just realized I only got half of the song.
What I did hear had potential, as she definitely sounded more into it, w/ a playful, intimate tone.
Shadow - Very nice. Intimate, wistful tone w/ some nice acoustic guitar accompaniment.
Sky & Earth - Soft, reflective tone here, kinda generic beat. Didn't hold my interest for the entire time.
Frusturation - Faster pace than her other ballads, even though it's still kinda slow. Works quite well, and lent a nice rhythm here.
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Coco Lee
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Can't Get Over - Sung in English. R&Bish beat, Coco is sultry & aggressive. Not bad.
Crazy Ridiculous - Similar to Can't Get Over.
Do You Want My Love - Ditto.
A Love Before Time - The last song on CT,HD. Coco has wonderful control over her voice, hitting passionate highs and husky lows equally well. Great song.
Mo Jing - Playful, yet sultry. Interesting beat, w/ a sing-song chorus. Very cool.
The Best Love - An intimate, passionate song. She seems less aggressive and more plaintive in tone. Maybe not her best style, but still a good song.
Stay With Me - Got a dance track here. She's actually not singing quite as fast the beat. She doesn't sound quite aggressive enough w/ the beat for me. Decent.
Whew, that was a lot of songs! Anyway, I have to agree w/ Vertigo's opinion of Coco Lee having a much more dynamic voice. Coco seems to have much better overall range, and she also has better control over slight tonal variations. She can do most any type of song well, though I think she excels at ones that call for either a sultry tone or faster singing. Faye, OTOH, has a surfeit of slow songs, and for good reason -- It's what she's best at. Faye has a wonderful voice for slow, intimate, gentle/wistful songs. So she's more limited in song types than Coco, but for the songs she's good at, I like her voice better than Coco's. All of this is IMHO, of course.