I am a fan of the 02-06 generation because it's typically accepted as the most reliable; the next generation, 07-14, offers some more modern features and slightly better fuel economy, but the earlier examples (07-09?) had issues with valves and the AFM system that gets costly. They also seem to rust more, or at least more visibly.
With the 02-06's, they're all very solid....there's a 4.8L, 5.3L, and the 6.0L. Given that these things are cheap, I'd look for a higher trim level truck, just for the sake of having some extra luxuries, and a bit more power from the 5.3L or the 6.0L vs the 4.8L. The Yukon Denali and the Escalade were 6.0L only in Canada and all of them were all-time AWD. The 5.3L trucks could be had with push button 4x4, which some prefer.
We chose the Escalade because Mrs.Firm preferred the styling, and the interior is a bit fancier. We've both been extremely happy with it, and will likely keep driving it until big gas guzzlers are outlawed, lol.
Our is almost pristine (was a Western truck), but my brother has an 03 Escalade that's pretty well beater status (though it's also been super reliable) and that's revealed one big (IMO) advantage to the Escalade...The extra plastic cladding on the short wheel base models hides any otherwise visible body rust.
I'd also be tempted though to seek out a Tahoe Z71...5.3L, push button 4x4, some off-road goodies, and sleeker looking body colored bumpers.