Has anyone tried the '04 headlight/taillight and bumper coversion? Did it fit perfectly or was it inaccurate in some areas? Would I have to get any new wires to connect the lights? If I get an aftermarket exhaust, should I order one to an '04 to fit the rear bumper even though I have an '01?

 

There have been several such conversions done and reported on this board. You might find them if you do some searching. Unfortunately, I don't have them bookmarked.
PAS2K did a "How To" on the rear bumper conversion. It needs a couple of brackets made up to complete the job.
AJ_PWR has done the most extensive conversion to '04 appearance parts. The front bumper also is not a perfit fit. Extension need to be made so the undertray will reach the '04 bumper cap. Also, the headlites and tail lights have been done but also require a bit of alteration to existing parts.
Search posts by these guys and you'll see what I mean.