Why wouldn't it work on 03's? it is only tapping into O2 sensor. nothing to do with the drive by wire...
I've been running an a/f meter. I love it, great for diagnosing problems and to see on a pinch if you're leaning out. and it's causing no problems at all BTW. (of course, I have an '02 GTS)
Vac gauge is a good one to have right now with fuel costing so much. diagnose vacum leaks AND save gas, very handy.
Of course, I agree with others here that, if you could only install two gauges, oil pressure and oil temp are the way to go. oil is the lifeblood of the engine (especially the 2ZZ) and you should make those a priority.
I currently have A/F and Vac gauges in, I will be installing Oil Temp, Oil Pressure and Tranny fluid temp in the near future as well. Tranny temp is good if you run an auto