to break it down further:
all '99-03 proteges are considered 3rd gen, meaning they are built on the same platform.
during those years, the base protege came in 3 trim levels, dx, lx, and es. in 2001 the mp3 was released as a 'special' protege model (as wongpres already mentioned).
the protege5, also built on the same platform, was introduced in 2001 as a 2002 model. it was produced as 2002 and 2003 models that were refreshed each 1/2 year. which would explain why people refer to their p5 as a 2002, 2002.5, 2003, or 2003.5. each 'refresh' has slight modifications that were addes from the previous release. the p5 was discontinued in 2003 to make way for the 2004 mazda3.
the mazdaspeed protege was introduced in 2003 as a 'limited' production model based on the same platform aswell. the difference of course is the turbo, upgraded suspension, and audio system, among other things. it was produced in 2003, 2003.5, and what some refer to as a 2003.7. the differences being the first released msp (2003) only came in black and orange and had the same look as the mp3. the 2003.5 msp came in yellow and titanium, sporting a diferent front lip and rear spoiler. the 2003.7 had the same look as the 2003.5 but came in blue and silver. 2003 wa the only model year for the msp.
im sure you knew most of this but if you didnt, now you know. and knowing is half the battle.