Hmm... Nah, Paloma isn't really that crazy if you discount what she wore in the 'Upside Down' video (dear God... flashbacks). She's mischievous, hell yeah, and she has that devilish grin but at least she seems happy when she's singing. She achieves the lost-in-the-world-of-today-when-I-should've-been-born-in-the-1920's theatricality to far better extents than Lana, who just seems to think she can do with a blasé accent and some strings.
Paloma Faith has a range of up and down-tempo music, and borrows from an authentic collection of musical influences. Lana Del Rey, possessing singing abilities that could sedate a steroid-fuelled bull at the Matador, sounds incredibly bored a lot of time, and her music tries to awkwardly squeeze in some twisted R&B scope and it doesn't work a lot of the time.
That said, both are excellent, in moderation. If only you could get Lana singing Paloma's songs...? Can you imagine the sheer awesomeness?