Quite a lot has changed, mostly between Word 2000 and Word 2002. If you rely
on mailmerge applications, be prepared for quite a long haul to upgrade
them.

Broadly speaking the fields and switches are the same (there have been some
additions), but the behaviour of some fields has changed in some cases. The
default connection methods have also changed - in essence, Word 2000
defaulted to DDE for Access and Excel data sources and could use ODBC for a
number of types of data source. Word 2002 and later default to OLE DB except
where Word wants to use an internal/external converter. You can still use
DDE and ODBC but you can't assume that documents with those connection types
will upgrade smoothly. (and for example, if you are using Access parameter
queries as data sources you have to stick with DDE). "Header sources" are no
longer easy to use.

The User interface changed substantially between Word 2000 and 2002. In 2007
it has of course changed again, largely for the better as far as Mailmerge
is concerned, in my opinion.

Something to bear in mind when upgrading is that if Word cannot find the
data source for a mailmerge main document, you lose the information about
the data source. If I did nothing else during a mass upgrade, I would try to
write some code to open every single mail merge main document that I
intended to upgrade, using your pre-upgrade version of Word /before I
changed anything/ and extract the necessary connection information (in most
cases, you can get this in VBA using). If you are also reconfiguring any
other aspects of your systems, e.g. standard folder names, server names
etc., get this information /before/ you do that:

The document pathname +
ActiveDocument.MailMerge.DataSource.Name
ActiveDocument.MailMerge.DataSource.ConnectString
ActiveDocument.MailMerge.DataSource.QueryString