I had the same problem with my dome light not turning off even after i locked the car, occasionally it would turn off if i really slammed the door. A mechanic i know told me the door actuators in these cars tend to go bad. I have an 03 also. I went the lazy route and took out the dome light bulb haha. Im not really sure how much of a PIA it is to fix i still haven't gone about fixing mine yet.
CAI, Eibach Springs, pro 5.0, diablo tune, fresh 4.10 gears, ram clutch, steeds firewall adjuster and quick release quadrant.