Wanderlei was on top longer during that 2001 through 2006 time period, but Shogun became the #1 LHW at the end of that period. By the end of 2005, Shogun was the #1 LHW in the world. After a fluke loss the Coleman, Shogun again became the #1 LHW in the world in 2006, and held it again until he lost to Forest in 2007.
If we extend the OP's range from 2000 through 2007, when the UFC had completely taken over Pride, then I would give the nod to Shogun. But as it stands, I would give the nod to Wand.