I don't know the differences in 82-94 years, so I don't comment on them (usually).... but as far as that big list... in third gens.... what I'm aware of....
Front and rear ends (bumpers!)
95-99, had separate fillers under the tail lights above the bumpers
00-02, also changed the honeycomb/styrofoam piece underneath. Some early 2000's had the separate fillers, late 2000 I think it was, they were attached to the bumper itself.
03-05, all were attached to the bumper.
Hood
Cavalier, 95-02 was the same. 03-05 looks similar to the 95-02 Sunfire, but it's different.
Sunfire 95-02 the same, 03-05 different
Trunk lid
Same 95-05
Drivetrain
95 Quad 4 LD2
95-97 2.2L LN2 version 1
96-98 Twin Cam version 1
98-02 2200 2.2L LN2 version 2
99-02 Twin Cam version 2
03-05 Ecotec
Brakes
Front all the same 95-05
Rear same 95-02, 03-05 slightly bigger. Apparently this was an option to get bigger rear brakes in earlier years but I don't know of anyone that ever ordered them.
Suspension
Three levels, FE0, FE1, FE2. FE0 was the base model, no real handling, but comfort 95-02. FE1 was the mid-level models and convertibles, 95-05, became the base level for 03+, FE2 is the uplevel real handing package 95-05. The only real changes here were the strut mounts in mid-99.
How about the nitty gritty?
Body Control Module
95-99 cars used a convenience centre, and a lot of extra modules depending on installed options. The BCM, added in 2000, whole car re-wired to use Class 2 wiring. Body Control Module controls everything and eliminates a bunch of separate modules. Also makes modding the cars electronically a bit more challenging.
ABS
Was standard in all J-cars from 92-02. The ABS module is the same from 95-99. Changed in 00, now has external proportioning valves. ABS became an option in 03 model year, most came without it.
Airbags
95 uses DERM. Sensor inside car, and at front. Different module, everything than 96+. 96, 97 mostly interchangeable. 98, 99 again interchangeable. 00 is a unique year. 01-02 same again. Module and bags plugs change, you can't use a 96 bag in a 05 car. Well, you can if you know what you're doing but most people don't.
Fenders
95-02 Sunfire same.. 03-05 same.
Cavalier all LOOK the same, but slight differences. 95-99 there's a bracket welded to the fender inside that holds the corner light. 00-02 the bracket is gone, it's now bolted t the front inside the headlight area, and there's a tiny tab that the headlight fits into. 03-05 I don't know, because I can't remember what it looked like.. But I know it's not the same as the 00-02.
Interior options
Oh, so many. Teal, red, blue, pewter, medium gray, graphite, white vinyl. Red flecks, blue flecks. Cloth, up-level cloth, camo pattern so you can't see the stains, white so you can. Everything swaps 95-05 with a few modifications if you want the 60/40 split seat.
Bottom line is... there's nothing that won't easily swap 95-05 with minor modifications. Getting a 95 front end to fit on a 94 is a hell of a lot of work though.