Meh, Andy Lau is so damn overhyped--I've never liked the supposed public image that he tries to put out. There's something about his attitude that reeks of arrogance to me, but I'll be honest and say that he is a 'nice guy' based on his actions meh.
Tony Leung is MUCH better at acting than Andy. I think Andy is a better overall "star", but Tony is a solid actor. Andy is more of a jack-of-all-trades who can sing, act, dance, etc. all relatively well, but none exceptionally well.