Here is the list of things I can think of (we took our first trip in June 2001 and have been back 5 times since):
Magic Kingdom:
Alien Encounter is now Stitch's Great Escape
It's a Small World was refurbished
Mickey's Philharmagic
Cinderbrellation (stage show in front of castle)
Wishes fireworks display
Afternoon parade with the snow globes is different than 2001
20,000 Leagues Lagoon filled in, construction of Pooh Playground
Epcot:
No more Tapestry of Nations/Dreams
Food Rocks Closed, Addition of Soarin'
Living Seas changed a lot, addition of Turtle Talk with Crush
Journey Into Your Imagination changed
Ice Station Cool closed, supposed to reopen but unsure of the exact format yet
MGM:
Lights, Motors, Action Stunt Show (closing of residential street for this attraction)
Completely different Animation Tour
Closure of Hunchback Show
Stars and Motorcars Parade
Addition of Sorceror's Hat in front of Great Movie Ride
Story of Walt Disney exhibit
Tower of Terror changed to include 4 random drop sequences
Animal Kingdom:
Mickey's Jammin Jungle Parade
Chester and Hester's Dinorama (Primevil Whirl and Triceratops Spin)
Construction of Expedition Everest
Walt Disney World in General:
Addition of Extra Magic Hours in evening as well as morning
Magic Your Way tickets
Closure of River Country
Disney's Magical Express
Pop Century and Saratoga Springs Resorts opened
Security Bag checks at all the parks (might have been there when you were there)
Priority Seatings now called ADR's and can be made 90 days in advance
Addition of several Princess meals on property
Thats about all I can think of right now, but as you can see a lot has changed in a few short years. I am sure I missed some things too! Have a great trip!