Well thats one way to look at it. The truth is if youre used to the MYRIAD of problems with the K body cars (Deville and Seville), then the escalade will be a WALK IN THE PARK... No head gaskets, no ridiculous A/C problems, no oil leaks etc etc.
The key trouble spots on these are differentials (primarily the front diff), transfer case, and transmission. Those are the most costly COMMON problems. So make sure when you drive it that there no unusual whining, grinding, growling or whistling noises coming from the front or rear of the truck. Everything else is common used car things... make sure the services are all up to date and then just check all the electricals, press all the buttons and make sure everything is functional.
I personally would not purchase one with over about 60k miles and DEFINITELY try to get an extended warranty if you can. If youre willing to pay a little bit more then you might want to go with a Certified Pre-Owned (CPO) directly from the Cadillac dealership. This will come with a 6yr 100k mile warranty so youll have nothing to worry about.
No years are "worse" than others, though personally I would get a 2003 or newer, as the 03's have several refinements/changes over the 02 model including Xenon headlights, redesigned steering wheel and controls, improved and updated radio, updated window controls, and a more comprehensive information center that is easier to read at the bottom of the IP. More importantly, most 03's have Digital compatible Onstar where 02's do not.