Just a little.
The 95-99 cav's have the corner light bracket as part of the fender. Then a plastic "L" piece right behind the headlight provides a slot for the bottom of the headlight to secure down.
00-02 cav's have a totally different bracket piece that mounts directly behind the headlight and holds the bottom half of the headlight down, and spans across to to hold the 00 corner light. It's all one piece and screws in.
Convert 00+ headlights to 95-99
No, there will be a gap under the headlight if you use an 00+ bumper and still keep the old lights. 00+ lights are overall just bigger (thicker at the bottom) that the 95-99. To use a 00' bumper on the 95-99 you must upgrade your headlights.
The hardest part to updrade is wiring them up. You can get the kit from RKSport or if you search through this forum (search button) and look for "headlight conversion" and "headlight wiring", you will be able to find that info.
Just to get the 00 lights in, all you need to do is rip off the corner light brackets on the 95-99 fenders because it is spot welded in and you will not need them. OR if you want get some aftermarket fenders made for an 00', that way you can kill two birds with one stone and have some awesome fenders. Then just get the brackets that go behind the 00' headlight, which just screw in, they are not welded. Then the 00' headlights and corner lights will bolt right it. Like I said, wiring it is the hard part. Oh, the only difference between old and new fenders is the old ones have that bracket for the corner light. Hope this helps!
Convert 00+ headlights to 95-99
I didn't know you had a 2k1 dude. I was assuming you had an older model and was wanting to upgrade to the 2k headlights. So you really want to downgrade the lights to fit the blitz front. In that case, probably on the next page or so, I wrote a full HOW TO on converting 00 lights to the 95-99 style.
Convert 00+ headlights to 95-99