Lots of changes based on limited research I did before buying my 2004 330Cic... Interior: they moved around the controls for the AC; added new options for trim (alcantara leather, titanium colored trim, new natural brown leather, etc.); made automatic (on-off) headlights standard with premium package. Exterior: Tweaked the front facia (most noticeable in grill, headlights and fog lights); tweaked and relocated side turn indicators (in front fender); reworked rear light assembly (horizontal amber-colored turn indicator on sedan; LED offered on coupe / convertible); Performance Package offered on 2004's as well (increases horsepower by 10, adds stylized larger wheels; beefier suspension; alcantara leather; cube trim).
There were probably a lot more changes, but these are the most obvious.