The shocks (base/sport/euro) are interchangeable across all years, but the shocks and sway bars are designed to work as a package, so if you change from base to sport shocks (or vice-versa), ideally you should also change to the appropriate sway bars.
The difference between sport and non-sport suspension is all in the shocks and sway bars; the springs are the same. IIRC, they changed the spring rates in the '03 redesign, but the springs on all 1st Gen LS V8s are the same, and the springs on all 2nd Gen LS V8s are the same.