2001-2003 RM250s used Kayaba suspension while the RM125's and the 2005-2008 RM250s use Showa.
Some parts are the same (plastic, wheels) but most others are different. I believe the entire power valve system was changed for 2004 as well.
Typically on an RM250 I recommend looking for a 2005 or newer. But it all depends on what you want, how much you have to spend, and what is available in great condition.