As for my opinion on the two:
Under Siege is one of my top favourite films. It's a relentlessly entertaining,
Die Hard-type action film that doesn't really push the boundaries of the genre, but doesn't sink to the bottom of the action sinkhole, like
Executive Decision (which also stars Seagal, albeit briefly) or
Die Hard 4.0. I love it to death, and I've rewatched it endlessly. It's quite a bit of fun watching Steve take out terrorists on a boat, and if you ask anyone what their favourite Seagal film is, it's usually
Under Siege (unless they're not a fan, and choose that piece of s--t
Executive Decision).
Sudden Death was released three years after, with Jean Claude Van Damme as Darren McCord, a disgraced firefighter who becomes a one man army after a team of terrorists take his daughter and the Vice President of The United States Of America hostage... in an owner's box at a hockey game. When I heard the plot, it sounded like a recipe for some great turn off your brain fun. I'm not much of a JCVD fan, but
Sudden Death is not only his best film to date, but his only film I really like at all. A lot of the film is completely implausible, but that's most of the fun. Hell, there's a scene where JCVD takes on goalie duties for the Pittsburgh Penguins.
I think both films have their fair share of flaws in their execution and creative choices. They both unashamedly rip off almost every action film before them, for one thing. And it's pretty easy to see that Steven Seagal has very little acting talent. Jean Claude has a little more than he does, actually giving an ok performance as McCord, but still isn't much chop. Out of the two, I'd rather watch Steven in
Under Siege, but points go to JCVD for actually trying to act like he's in danger in most of his scenes. Seagal (and the viewer) knows he's going to win before he actually has. So
Under Siege doesn't require much effort to watch, and that's why it remains such a great comfort film for me. But out of the two, I'd say JCVD gives a better acting job, but Seagal's pretentious dialogue delivery puts him over the top. I actually enjoy both of their dialogue delivery (JCVD's awkward French accent), but Seagal comes off as a smug bastard. And I still love the guy.
I also think both
Under Siege and
Sudden Death's greatest strength lies in the casting for their primary villains. Tommy Lee Jones is immensely over the top as Bill Strannix, a disillusioned former CIA agent working with Gary Busey's arseholish turncoat officer Commander Krill. I've always thought that Jones and Busey were better villains than
Under Siege actually deserves, and their public image was probably the reason why the film became so commercially successful. And, honestly, no matter what your opinion on the film is, you have to admit that Jones and Busey are pretty damn good in their roles. Critically and commercially, this is
Steven Seagal's best film, but it's not really his film, is it?
Powers Boothe is, to me, what elevates
Sudden Death to being so enjoyable. If you've seen
Sudden Death, you know what I'm talking about. Giving probably the best performance in a
Die Hard ripoff ever, Boothe plays Joshua Foss, another disillusioned, intelligent CIA agent who's equally ruthless and menacing. Boothe, who I was already a fan of from
Deadwood, has become one of my favourite cinematic villains of all time, and adds a lot of class to what could've been a standard Jean Claude film without him.
I think out of the two films, I prefer
Sudden Death's premise (an idea from the wife of the owner of the Pittsburgh Penguins), but I think Andrew Davis' directorial style is more suited to an action film like
Under Siege, more so than Peter Hyams' stilted shooting. Andrew Davis films his sequences in a more slick, frenetic manner, moreso than Hyams' small scale, nothing-less-than-competent job. I'm not saying Hyam does a bad job with
Sudden Death, just not a very impressive one. Still, it's at least competent.
Overall, they're both great movies in my eyes. As evidenced by my top ten, I love
Under Siege, but I also love
Sudden Death. They both represent the best of not only JCVD and Seagal, but also of Peter Hyams (his most enjoyable film by far) and Andrew Davis. But
Under Siege just pips the competition, predictably. It's my ultimate comfort film. I've got plenty of time for it, and it's easily rewatchable.
Wow, I did ramble on for a bit, didn't I? And about a JCVD/Steven Seagal double feature, at that! Sorry if I wasted your time, but it's sole purpose was to offer up my opinion, and I think that was acheived.