Depends on what you're trying to achieve. Like it was mentioned before, 99-00 models have pretty much the same parts except some different ones were offered for the Si. If you want to make your car look like an Si, buy an EX so the mirrors and door moldings are paint matched. Plus you have all the power options. All you have to paint match is the side skirts.
For exterior: grill, fog lights (optional), front lip (optional), rear lip (optional), trunk wing (optional across all models I believe). Not sure what else.
For interior: gauge cluster, shift knob, front (and rear?) seats, climate control amber bulbs. Not sure what else.
For performance: rear disc brakes, engine/transmission, the EX/Si share the same front brakes while they are both bigger than DX/LX/HX