The plan was to see the two Kurosawas and then the Leones. But I didn't like Yojimbo much. I now understand why I hadn't rated Kurosawa higher as a director back in the 70s: Everyone touted Yojimbo and I was dragged to see it, but I generously gave it three stars (out of five). It's my least favorite Kurosawa so far. The fight sequences look fake and the Toshiro Mifune samurai character didn't work well for me. It's okay, but not really better than that.
So I decided to take jbru's suggestion and see how the directors handle the same material. A Fistful of Dollars is much better, imrho. The Leone remake is very similar, in many cases scene by scene transference from 1860 Japan to post-Civil War Mexico. They are from roughly the same time period, and both feature a major subplot about the superior firepower of guns. In Yojimbo it's swords vs. pistol, in A Fistful of Dollars it's pistols vs. rifle. In both, the superior man wins out over superior weaponry: Heroes are a recurrent Kurosawa theme. Both Mifune and Eastwood get to crawl through the mud, and Mifune's a better crawler.
The film by Sergio Leone ("better known as Bob Robertson" claims the trailer of the next movie), is clearly made on a tight budget. For one thing, they took a gamble on the tv actor Clint Eastwood. They got lucky. For another, the title of the movie keeps changing. The title card in the film itself reads Fistful of Dollars while everywhere else its listed as A Fistful of Dollars and in the theatrical trailer on the For A Few Dollars More DVD its called For A Fistful of Dollars.
On the other hand, Sanjuro is a great film. Mifune's character is named Sanjuro ("30 years old") though the first names are altered in the two movies. I don't know enough about Japanese custom to be able to say whether this is an adopted name. His motivations seem a great deal clearer, though as unselfish. The cinematography, weak in Yojimbo, returns as a Kurosawa strong point. Mifune has one of the best hero entrances of all time. While much of the swordplay is also bloodlessly fakey, it works better (for me) and there's enough blood to convince me that someone died. The samurai Sanjuro helps out the underdogs when an honest official is kidnapped by a corrupt superintendent. But the people working for the superintendent are not necessarily corrupt, and Sanjuro has to make moral decisions along the way. The plot is far more interesting and the characterizations of almost everyone are much sharper yet more deeply drawn than in the first film. Sanjuro is my favorite movie of the four.
Meanwhile, For A Few Dollars More may be a sequel to Fistful of Dollars but has nothing to do with Sanjuro. While often cited as the middle of "the man with no name" trilogy, Eastwood's character suddenly has a name, "Monco", and a profession, "bounty killer". They spend a bit more on actors, with Lee Van Cleef and even a young Klaus Kinski. It's the longest movie of the four. In many ways more a taut thriller than an action Western, the slow pace works very well, with bursts of action punctuating the hot desert of New Mexico and Texas. Eastwood and Van Cleef play dueling bounty killers after the same reward. A splendid movie to fill an afternoon.
I wasn't going to originally, but now I have the third in the Leone trilogy, The Good, The Bad and The Ugly in my Netflix queue.
Recommendations on order to watch: Depends what kind of film buff you are, Kurosawa/foreign film/samurai film fans should start with Yojimbo and go on to Sanjuro before the Westerns. If you just want to see the Westerns but interested enough in how directors handle similar material, I would still recommend Yojimbo but then see the Westerns and only come back to Sanjuro if you liked Yojimbo. Heck, you could probably start with Fistful of Dollars before Yojimbo to put your toe in more familiar waters at first. Or, like me, start with Yojimbo and see 'em as whim dictates.