I cant decide because they're so good.
Live at Leeds has the edge because its completely raw, no overdubs,... exactly what they played is what you get. Thats like Made in Japan, a real rarity for live albums.
How the West Was Won is a hodge podge jigsaw puzzle of Page going thru at least two concerts and cherry picking the best performances of each instrument and piecing it together,,, even down to individual phrases of guitar leads. Its not exactly a one-night performance like Live at Leeds, but it still is extremely good.
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