It depends.  Look at the what's new for 2002 and 2003 and see if any of those
look like "advantages" to YOU.  Then see if any of those require that the file
format be in 2002/2003 versus the 2000 file format.  If not then there is no
advantage.

The obvious disadvantage to converting is that you restrict who can use your
file to those with 2002 and 2003.