BTW, ancient capitals in China and Japan usually had four gates to guard the city.
Modern Chinatowns still follow that custom. There's some information about the gates:
http://clk.about.com/?zi=1/XJ&sdn=gojap ... t1020.html
Vaguely on the subject of this: did anyone notice the four fountain-like objects (don't know the exact name, but they look somewhat like a tap-and-sink) in Kowloon Walled City? They depict the Heavenly Beasts, and each one seems to be placed roughly near each entrance to the Yellow Head Bldg - the Tiger near the West Gate (Thousand White Qr), the Phoenix near the South Gate (Dimsum Qr), the Snake-Tortoise near the North Gate (Stand Qr) and the Dragon where the East Gate would be (Dimsum Qr).
On the subject of the Four Leaders: although the theory of a "Ten-Tei" is a logical one, I very much hope that the storyline doesn't have Ryo picking off four equally skilled "sub-bosses" before challenging an as-yet-unseen "big boss" with little or no bearing on the previous events of the game. Lan Di is the only Chiyoumen member Ryo really has cause to oppose; shouldn't he be the final opponent fought at the climax of the series?