The engine in the '02 and older Hatchbacks (and '03 and older Convertibles) is a Saab engine. The '03+ Sedans ('04+ Convertibles) is the GM Ecotec engine with some extensive modifications. Both good engines. The newer cars have more sound deadening, a more stiff chasis out of the box, etc.
They are two completely different cars. Some people like the Older 9-3s (AKA OG) and some like the Newer 9-3s (AKA NG). I personally like both.