are same kind form only NR-EZ delete some line or item of NR and make it easy as bodd said. you can use any of them.
In IRS rule, you cannot count your physical stay days as your resident days if you hold some kind visa (pub 519), For F1 (J1) it is 5 (2) calendar years (means even you come here on 12/31/98, it is count as one calendar year), in your case you are NRA in years of 98—02, you are RA in 03 and use 1040, 1040A etc.
In IRS rule, you cannot count your physical stay days as your resident days if you hold some kind visa (pub 519), For F1 (J1) it is 5 (2) calendar years (means even you come here on 12/31/98, it is count as one calendar year), in your case you are NRA in years of 98—02, you are RA in 03 and use 1040, 1040A etc.