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One is good, one is brilliant.
I prefer Pro Evo 2 in ways. The game play is much better, and it feels like a much more solid game. The only thing it lacks in the licenses and such that Fifa has.
Fifa 2003 is also good. The game play has really improved since the last games, and is enjoyable to play, it just has a few glitches though, like the defence being almost none existent. But the licenses of the game really helps it out too.
Theres no real reason why you cant have both these games in your collection. But Pro Evo 2 is still ahead.