The three basic texts that R' Yisroel Salanter wanted people to learn were Chovos HaLevavos, Mesilas Yesharim and Cheshbon HaNefesh. (source: here)
what is the difference between Chovos Halevavos and Mesilas Yesharim
which book should a beginner focus on first and why?
what about someone more advanced?
Rabbi Shlomo Aviner suggests that Mesilas Yesharim (MY) be studied before Chovos Halevavos (CH) since MY is a written in a more accessible style and the topics are more basic. CH is deeper and the language is harder.
THinking about it some more with MY you will come away with more actionable tasks. i.e zerisus, zehiros, etc.. with CH the take aways are more in the realm of thought and contemplation (i.e Bitachon, Belief in Gods' unity, etc... )The author of CH calls those things which are actionable "Duties of the limbs" whereas he writes that his sefer (CH) focuses on those traits that are dependent on contemplation - "Duties of the heart" hence the name of the sefer.
I feel that they are both great and you should get yourself a teacher and start right away. you wont lose with either and understanding one book is not dependent on understand the other.
Mesilat Yesharim is short and straight to the point while Chovos Halevavos is much longer and gives alot of background such as trusting in God.
The trait of Zehirus (watchfulness) starts immediately after the introduction in Mesilat Yesharim.
In Chovos Halevavos, the trait of zehirus (watchfulness) starts in Gate #3 after many introductions.
So bottom line I think is that it depends on the needs of the person.
The Mesilas Yesharim is a kind of concise road map to set a person straight on the correct path of ascending the spiritual ladder. It is good for people who already want to grow but they are confused as to the correct path to follow (or they know but want to be reminded).
The Chovos Halevavos on the other hand is also a comprehensive work on Jewish philosophy and laying down foundations to inspire the reader to want to grow.
Update: found this in the commentary of Rabbi Yechezkel Sarna to Mesilat Yesharim (ch.8):
From here we can also learn on the concise style of the Ramchal. For the Shaar Bechina is a large gate (section) in the giant work of Rabeinu Bachye who was one of the Rishonim (early) sages who are well known for their concise language. The Ramchal summarized it all in just a few lines thus fulfilling his obligation to mention the duty of Examination which is so essential in the service of G-d. And perhaps also this itself is the cause it for since the matters can be found in the Chovos Halevavos, for this reason, the Ramchal did not expound it further. Likewise the Ramchal did not go at length on the subject of the Gate of Spiritual Accounting (of the Chovos Halevavos) and even on the Gate of Trust (Shaar Bitachon) he mentioned only hintingly while Rabeinu Bachye expounded such huge gates. But the Ramchal sufficed only in fixing the need for the [spiritual] accounting (in Watchfulness) and he left the details of the ways of the accounting [for Gate 8 of Chovos Halevavos]. From here were see that this book is a book of klalim (general principles) not one of details (pratim).
