yes. they should. its the 99 that seems to be the odd man out.
Both '01 and '02 headlights will fit the '02, headlights from '99 or '00 will not as they are longer and would not fit in the same space.
No.
No, none of those will fit without extensive fabrication.
sure! i have 19" alloy wheels on my 2000 cougar
Yes, but you'll need to change the headlights to 1998-2001 models.
No
No, you need to use the grill from a 99-00 cougar if you want to use their headlights. I think there are some issues with the lights not clearing the bumper cover on too. Read through some of the headlight threads on newcougar.org, that should be able to better answer your questions.
no because 2000-2002 they used bigger headlights than the 95-99.
no
No. the 99 has 2 headlights on each side and the 2000 has 1 on each side. A different wire harness. And the 2000 light housings are a wee-bit larger.
Yes, but you will have to do some trimming inside the engine bay as the '02 lights go farther back into the vehicle than the originals did. More info at http://newcougar.org/
No. The 1998 to 2002 hoods are sculptured in the front to fit the restyled headlights.