Flint is right, 95 5.0s have an easier to work engine and parts are cheaper
99-2001 have a power advantage, you will need at least headers, heads and intake to make a 95 5.0 smoke a 99-2001.
The 95 uses a T5
trans, 96-2001s use a T45 , later models use a T3650 (all are tremecs, since they bought borg-warner, the original fabricator of the T5)
Suspensions are practically the same, brakes are better on the 99-2001s with dual piston alum calipers)
I will "pass" on the 96-98s, those were the first 4.6s and some had its problems and recalls.
If i were to choose based on body style the 95s are nicer in my opinion, if based on engine performance the 99-2001s