I'm not sure on the '03.

I know on the 02, the temp gauge is direct off the sensor, and on the 04, it's not.

I think the '03 is the same as the 02, at least RockAuto shows the same temp sensor for both the '02 and '03 (but not for the '04).

You'll want to stick with the original Ford sensor, even if you need to get a threaded adapter for it