I don't know about other years, but the differences between the XE and GXE in 2002 are as follows:
XE: black door handles & side-view mirrors
GXE: body-colored door handles & side-view mirrors
XE: AM-FM stereo with cassette player
GXE: AM-FM stereo with single CD player
XE: manual/roll-down windows
GXE: power windows (and door locks, too)
XE: no flip-up cubby hole cover on dashboard
GXE: flip-up cover & storage area in center of dashboard
As far as I can tell, the XE also has a different type of fabric on the seats and the GXE also had an available "Synergy Package" that was not an option for the XE. I don't know if the XE has it, but my GXE also has a special compartment between the interior reading lamps where you can store a pair of sunglasses.
2002 Sentra GXE in Molten Silver; 1.8L, 5-speed, Synergy Package. In 2012, it was repainted, had new struts installed, new head gasket, new water pump, new spark plugs, new sensors, and new belts & hoses. 150,000+ "original owner" miles.