Generally the SSEi and GXP were the heavier of the bunch, as they were generally equipped with more options. From a safety standpoint, consider all models in that year range generally the same. The only big difference was side impact airbags on the later years, however they are not known for deploying reliably. The other plus is the SSEi and GXP models were equipped with StabiliTrak, which will use the ABS to pull the car out of an oversteer situation.
Engines are consistent for this year range also. The SE and SLE was equipped with the NA 3.8 V6. Good for 205 HP, and very reliable. The most noteworthy issue is the UIM Plenum is prone to failure in the area near the EGR, and the gaskets typically fail for the UIM and LIM, however this failure is caused by the coolant not regularly being serviced, or by contamination, both cases cause the coolant to turn acidic, sludge, and destroy everything.
The supercharged 3.8 V6 is good for 240 HP, and is known for failing LIM gaskets, due to the coolant issues highlighted above. Very strong engine, that modifies well if cared for. The only down side, is that the transmissions do not stand up well to modification.
The GXP Northstar V8 is the king when it comes to power, however there is really no aftermarket to speak of, so for now you are stuck with what you get. The engine is generally regarded as very reliable, however can be "needy" in excess of 100k miles. These engines were designed to run, and really show their legs on the highway. Fuel mileage is not as good on this model as it is with the 3.8.
In general, look at the styling on all of them, and consider engine characteristics. If the coolant and manifold issues are handled prior to failure on both 3.8'*, the engines, with proper service, will usually outlast the car. The Northstar engines do pretty good as well, however you must be sure they are properly maintained, and ran regularly. When choked up in town all the time, they will die fast. That is why you hear a lot about low mileage failures in caddy'* driven by older folks.
Any more questions? Ask.