Both films have a great advantage in the choice of composers for their scores. According to the IMDb, Elmer Bernstein was originally pegged to do the score for Confidential, but was replaced by Chinatown composer Jerry Goldsmith! Bernstien, himself a legend for his work on The Great Escape among others, had done Devil in a Blue Dress two years before, so perhaps he was satisfied having already put his mark on the genre. Both men, who coincidently died within with a month of each other last year, both acquit themselves superbly and are able to create the atmosphere necessary for the films.
I'd like to talk a bit about the weight of objects and the efforts of a film to create a real, physical world; one that you can almost touch. L.A. Confidential has that in spades. You can actually feel the weight of the badge and revolver as Bud White puts them on top of a desk. And when that gun and every other gun is fired, there is a visceral sensation that is missing from nearly every action film I've ever seen. Even in gun-happy films like The Matrix, which I can watch and enjoy over and over, the guns seem more plastic than heavy metal compared to this film.
And this physicality is not confined to weaponry, either. In the scene where Exley interrogates some suspects, Bud White finds himself leaning forward while gripping the back of a chair. His anger at the suspect's words builds (I'm telling you, Russell was robbed of an Oscar) until he breaks the back of the chair and charges at one of the suspects. The tension built in this scene is palpable due to all the usual filmmaking suspects: cinematography, film editing, sound editing and acting. There are moments where the film feels almost 3D in it's presentation, and it deserves a valued place in film history for that alone.
The ending of both are in a way similar: a shootout in and around an isolated building. Confidential goes for a flashy action sequence that is extremely exciting. The gun play is less in Blue Dress and the scene is more focused on character. Both work very well at what they are doing, however, and are satisfying in their own way. Both are also followed by a coda that shows the fates of our leads, Confidential is happy enough to show them driving into the sunset, whereas Blue Dress goes for a more lyrical ending with Washington doing a voiceover about his life and future. As much as I like Confidential, I was much more satisfied with the ending of Blue Dress, which seemed to have much more meaning to it.