electronics wont interchange between 02-03. I'm sure you can make things such as seats work but cluster and window switches are way different.
you can add an 03+ console, you'll need the 03+ lower dash glovebox side and I think the lower under column as well plus the dash bezel. Then you need the 03+ radio cage too I believe but not positive
steering wheels wont work, different spline on the shaft. Gotta swap entire column then try to get that wired up to the -2 harness. nightmare
esky or denali swithces will work from an 01-02. The denali switches are woodgrain, the entire piece, the esky switches look more similar to the 03+ chevy switches.
I'm in the same boat as you. I'm adding a 03+ console, bezel, 02 esky gauges got some denali switches(they're ok) might go with a esky switch instead and a wheel from b&i trim-$250
you can add steering wheel controls from an 02 esky still dont look like a nice 03 wheel though