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The vapor-liquid phase behavior and the critical behavior of the square-well (SW) fluid are investigated as a function of the interaction range, λ∈ [1.25, 3], by means of the self-consistent Ornstein-Zernike approximation (SCOZA) and analytical equations of state based on a perturbation theory [A. L. Benavides and F. del Rio, Mol. Phys. 68, 983 (1989); A. Gil-Villegas, F. del Rio, and A. L. Benavides, Fluid Phase Equilib. 119, 97 (1996)]. For this purpose the SCOZA, which has been restricted up to now to a few model systems, has been generalized to hard-core systems with arbitrary interaction potentials requiring a fully numerical solution of an integro-partial differential equation. Both approaches, in general, describe well the liquid-vapor phase diagram of the square-well fluid when compared with simulation data. SCOZA yields very precise predictions for the coexistence curves in the case of long ranged SW interaction (λ>1.5), and the perturbation theory is able to predict the binodal curves and the saturated pressures, for all interaction ranges considered if one stays away from the critical region. In all cases, the SCOZA gives very good predictions for the critical temperatures and the critical pressures, while the perturbation theory approach tends to slightly overestimate these quantities. Furthermore, we propose analytical expressions for the critical temperatures and pressures as a function of the square-well range. [ABSTRACT FROM AUTHOR]