I believe the 2003 models were the same as the 2004 models. The only problem I know of with the CLKs were when they changed to the 7 gear automatic transmissions and a larger engine redesignated as the 350s. Can't remember what the problems actually were. You can find more information on this on the forums.
The AMG versions did drive a bit stiffer and had a sportier feeling as a result. The power difference is definately noticable between the V6 and the V8s. If you have a lead foot you will most likely want the V8s. The sport suspension on the AMGs I believe is available as a sports package on the CLK500s as well.
If you want to change the trim of the interior, you may have to get a custom job done. To my knowledge there has only been the select trims available: Burlwood, Silver, or Carbon Fibre. If it did come with the "dark wood" finish you speak of you can order the trim from your MB stealership. I think they run anywhere from $700 upwards.
You may want to check out the other forum:
www.mbworld.org, as I've found that one to be more active than here. The maturity level here is higher but if you need the info that's the forum to go to.
Hope this helps.