This is only my own experience, YMMV.
Guineas really enjoy exploring and will fly as far away as they can. They prefer to roost high in trees. This can leave them vulnerable to predators. Now, pheasants can act like this too... although pheasants usually roost lower down. Because of this, when I kept pheasants, I did not free-range them but kept them in an aviary. A really secure aviary. Everyone I knew who free-ranged guineas, lost them all, one by one until by fall they had none. To me, not good. But again, YMMV. This could well depend on where you live and what local predators you have.
The guineas that I raised, and the pheasants that I raised, were different. The pheasants were a little tamer.... but this can vary by breed of pheasant. One of the tamest that I ever had in my incubator and hatched were the black pheasants. But, I found Lady Amherst pheasants to be fairly tame too.
These type of birds require a higher protein level in their feed... that made the feed a little more costly. If you tell your supplier it's for game birds they will bring out the heavy-duty stuff. Also, because I kept pheasants in an aviary, that meant I had to supply ALL their feed. They were not ranging for it themselves. So due to these factors, I would say gamebirds are more expensive to keep than chickens. As far as tameness goes, some of my Lady Amherst pheasants would come right up to me and eat out of my hand, which I personally consider to be really tame. On the other hand I was not picking them up and petting them... as I have done with chickens. But this is not to say that you, personally, might not have a real talent for taming pheasants. You might be able to have some so tame you can pick them up and pet them.
Both pheasants and guineas are really attractive birds, with lots of different colors. You can't go wrong there; no matter which one a person chooses, they are gorgeous.