On the road the 4 wheel independent suspension helps it ride smoother and handle better. Also the 2.7 V6 gives it a little more pep and the AWD is nice for mountains, snow etc.
Be aware that the locking center diff and 2spd transfer case is only available in the luxury packages, which is better (required) if you want to do much offroading.
I like that the 99-05 is a little more sturdy with the ladder frame, solid rear axle, and 2spd transfer case. I will be keeping my 2002, but if you want a grocery getter the 2006 would be nicer for you.