All 99+ PI heads will drop onto your block, you will need all the other parts to complete the swap, a good list is here:
Parts List
I went with used heads because I am not going to use the oem valvetrain, I am replacing valves, springs, and cams. You should have used heads inspected and tested by a machine shop before installing them or putting any money into them. If I were not going to replace the oem parts and just use the stock cams, valves and springs I would have went with new heads. 2001+ heads can reuse the 96-98 valve covers, you will need valve covers if you use 99 or 2000 PI heads, also, I think most kits are using the 2002 intake now, since there is a place for the drivers side temp sensor to be drilled and tapped.
btw, I believe the advertised flywheel hp ratings were 215hp for 96-98 (may be 225 for 98s???) and 260hp for 99+. So your gain should be in the 45hp range with stock PI heads, you may get a bit more with a bump in compression.