The LSE was an appearance package option in 2002. The front facia was changed (round foglights, different lower grille), the upper grille was changed to have a chrome waterfall (not black) and body-color surround (not chrome). The black plastic lower body panel trim was changed to body-color painted trim, with slightly different shape. The rear bumper has exhaust cutouts and I believe dual exhaust tips per pipe. I belive it had a spoiler (or was that a dealer-installed option?). It had special LSE-only wheels; I think that they were similar to the chrome 5-spoke for 2002 (see my gallery) but were painted grey instead of being chromed. Someone will correct me if I'm wrong.
In 2003 there was no LSE. In 2004 and 2005 you could get the LSE-2 appearance package, which was similiar to the LSE. In addition to all the aesthetic changes made to the LS in 2003, there were a few other changes from LSE to LSE-2. The front bumper cover was a little different. The tail lights were changed to all-red (standard tails in 2004 and up are two-tone; 2002 standard tails were all-red). It had exhaust tips but they were the same as the standard 2004+ tips, single chrome tip per pipe. No spoiler I believe. Again, special wheels for LSE-2, chrome 7-spoke this time.
In 2006, there was no LSE-2 package, but instead, every 2006 LS came with the LSE-2 appearance changes. The only exception is that they had two-tone tails. Only one type of wheel available for 2006, a five-spoke aluminum unique to 2006. You could get the same wheels, but chrome-plated, as an option (see my gallery).