I just bought an 03 EXT, owned an 05 Escalade SUV before, and work on an friends 06 Denali.
From what I gather from research and some practical experience:
1. 03 was a transition year where the Class2 data bus was first used on the GMT800 platform. This means that the electronics from 03 - 06 are the same except for a few small items like the ECM/PCM. 06 is also a transition year to the CAN bus where I need a CANDi module to talk to the 06 computer versus 96 - 05 ODBII models. The modules and electronics aside from that seem to be common from 03-06.
2. Trans and Engine are listed separately for 03 and 04-06 models. I think it is just a plug/wiring issue and the block and transmission are essentially the same LS and 4L60 variants as they have been for years. I believe you can swap a bare block from an 04-06 with the accessories (intake, exhaust, etc) from an 03.
3. The transfer case and differentials are the same from 03-06.
4. 03-04 had mechanical fans with a clutch versus electric fans for the 05/06 models.
Other than those few differences, I believe everything else parts wise is a direct swap between 03-06 models.