It's kind of strange that your 02 has pink in it. For 03 and 04, Ford used pink injectors. They were also pink in Turbocoupes, but those were 30lb'ers. 02 and back used orange, so you may have a swapped engine, or swapped injectors. Ford says they are 21lb injectors,
I just read up on it some, and it seems some of the 02s got the 21lb injectors. I'd put my money on that. If you are swapping into a vehicle that's older than 02, your car might run slightly richer on closed loop. Not enough to make it run like crap I wouldn't imagine, but a tune would surely help.
Nah. If you are going to get an air fuel gauge, you need to pair it up with a wideband oxygen sensor to get proper readings, and those aren't exactly cheap. If you hook it up to a stock oxygen sensor, the gauge will merely be a light show.