Difference between '02-'03 Lancer models?

[SteveK2003]

What are the main differences between the various trim levels of the 2002/03 Lancers? I mean from the ES to LS to O.Z. Rally?

I am considering looking for a used one and working it over like this:
http://www.body-kit.com/lan02e7ts.html
(Maybe a little higher, and definitely smaller wheels and fatter tires: 'Rubber bands' won't last long on CNY roads)

I am just wondering which version to start out with. It looks to me like the major differences from the OZ to the others are the body panels, wheels, and some interior part: Is this correct?

Is the engine the same in all three? I'd like to massage it a bit for some more power, while still keeping good fuel economy, and hopefully not making it sound like a 2-stroke R/C car. Not knowing a ton about engines and exhaust systems, what could I do to the stock engine to get some more power out of it?

I'll be in the market for a 'new' in the next 6 months or so, and I'm trying to decide if I want to get a sensible new car, or go for one a few years old and make some mods to it. Any advice would be greatly appreciated.