Trigun vs. Cowboy Bebop. Hmm.
Comparing the shows is deceptively difficult. They appear similar enough to make choosing a favorite a simple matter, but in practice, it's their similarity that makes it difficult to pick. They're both bursting to the brim with badassery and they both suffer from the same manner of pitfalls. My ruling, in my humble opinion, is that they're equal and inverse sides of the anime space western coin. I like them more or less the same.
As far as the movies go, I drastically prefer Badlands Rumble to Knockin' on Heaven's Door.
The phenomena (and bigger anime fans than I can correct me if I'm wrong here) among these movies-from-26-episode-animes seems to be a good one; doing one-shot romps, unrelated to the main plot meant mainly to showcase the characters and the setting, rather than advance some great story or punch out tons of plot the series couldn't handle.
While both Heaven's Door and Rumble do this, I'd say Rumble is vastly more successful than Heaven's Door. Set entirely on Mars, revolving mainly around the villain and only featuring a handful of the main characters, Heaven's Door feels like the Mario Brothers 2 or Ocean's 12 of the Cowboy Bebop universe. Rumble, on the other hand, felt right at home on Gunsmoke (save a few wonky continuity questions surrounding Wolfwood).
While I won't expand on this now, I have a similar theory about Serenity. Remind me to talk Serenity at some point.
Anyway. Off to potato wedges (yeah, yeah, I know)