I'm only familiar with the former, so I'm wondering if EA pulled off a better game or not. 2k3 is pretty good so far, my only real issues are with the commentary and bits of the presentation, such as the camera angles and menu designs.
If EA didn't skip out on the good stuff AND handled the other stuff better than Visual Concepts did, I might just jump ship. I know that EA has used God's commentary team of Hughston and Garret before, while 2k3 has the godawful ESPN folks. Little things like that could influence my opinion.
I like the NHL 2002/2003 games by EA largely due to the commentary by Jim Hughson and Don Taylor, and the inevitable goofiness that results (despite both guys being in real life competant professional sportscasters). 2003 didn't improve too much on 2002, though, and the game is in many ways flawed, not showing replays but talking about them in the commentary, cutting to centre ice briefly before each faceoff.. next year, I am going to check out Sega's offering and see what it's like. Try before I buy, yes, but still.. EA might be losing their dominance on hockey.
For gameplay, if you want a more sim-approach to the sport, go for NHL2K3. Typical games won't be high scoring and you need to set up some team strategies if you want to score. If you want a more arcade approach, try NHL Blitz 2003. It's very good for an arcade hockey game and even has a decent franchise mode. NHL 2003 is reportedly the worst of the three, as it is arcadey but not very polished. Also, NHL2K3 has online play if you're into that. Don't know about NHL 2003.
If you've beaten the main storyline, then grab the Hunter copter from the military base, and just go wild - use the missiles, shoot down other copters, shoot down the banner-trailing planes, strafe traffic.