2000-02. There were some changes made across the years, so you just need to pick which you prefer. None of them were really any better than the other, I prefer the 2000 cause they didnt have traction control and I am convinced that the intake manifold on the pre-2001.5 are designed a little better.
Price ranges like a mofo. Anywhere from high teens for a nice stage 3, to as low as 5K for a stock high mileage one. You are basically choosing whether you want to buy one where the weak points have been fixed, or if you want to fix all the weak points yourself.
S4's can be found on craigslist, autotrader, ebay, audizine, audiworld...and even right here on CR there is a nice Imola yellow one for sale that has been well maintained.