(pics are clickable)
top NARS Rajasthan
bottom UD Loaded
As you can see, Rajasthan is much more taupe based than Loaded. IMO Loaded is the prettier of the two, and technically cheaper. Loaded is NOT a permanent shade for Urban Decay, so you would have to buy BOS III to obtain it, which would run you $54 plus tax. However, Rajasthan is $32 for 2 colors. You get more of the particular shadow with NARS but if you picked up the UD you'd get 16 colors.
They are different enough to own both, but if I HAD to pick just one I'd go for Loaded.