Ehh not a fan of the 03-04 9-3's. Personally, I'd go with a 02 or earlier. They're easier to work on and more Saab like IMO. To each their own.
I know that the 03's have a different engine than the 02's, but provided that the setup is the same, the higher output engine has a different turbo from the others.
If you're simply interested in a gain of a few horsepower, that's very possible with an ecu swap (for either model)
Check out these companies for properly tuned ECU's:
BSR
Nordic (http://www.genuinesaab.com)
SQR (automotion motorsport)
Jac Stoll Performance (don't know if he tunes 03's)
Aside from ECU's, there are many extras (think big turbos) that work with Saabs. Realize, however, that a tweaked Saab is just that. It may be tweaked, but you're still limited by the fact that it is a heavy, FWD, understeering Saab! If you're a true enthusiast, you may be better off buying something with a bit more "fun" and a little less luxury.