KOF 2002 was okay, 2003 was a better game though. 2002 didn't get really good until SNK rebalanced it and released it as 2002 UM.
KOF XI was released in 2005, Tekken 6 was in 2007, Soul Calibur 4 was in 2008, CvS2 was released in 2001, and personally, I find that more fun than 3S, roll cancel notwithstanding.
All were big budget titles in their own ways not made by Capcom (CvS2 being the only exception). I'm a big of a SF fan as anyone here, but you're fooling yourself if people didn't play and companies weren't trying to release other fighters during that era.