As the X owner of an SE-R I had no regrets other than having to sell it to get our Honda Odyssey.
All the way around the car is a blast to drive and own. I rarely ran premium fuel in the car ever and never had issues with detonation. Now if you live in a hot region like AZ, then you might be forced into the premo gas, otherwise, you are good to go with 87/89 octane. Areas to look at on a used one: front bumper. It sits lower and is prone to getting dragged and damaged, so don't forget to look underneath.
I've owned both a 2k2 SE 3rd gen and our departed 2k5 SE-R and I miss them both. PM me if you have question or want to look at pictures of the car in general.
Good luck