Essencially, the STX replaced the Thunderbolt package in '04 or possibly '05. There are great differences between the two. Namely the STX is strictly a visual package. Underneeth it's 2wd XLT..bone stock just like any other ranger under the sheet metal. The Thunderbolt however, had 3 difference trim packages: Level1 was visual(bumper). Level2 was visual with handling(bumper, scoop, 2" lowering kit). Level3 was visual, handling, and go-fast parts(bumper, scoop, skirts, drop kit, big sway bars, intake, magnaflow exhaust). Optional on all models were a roll pan w/ dual or single exhaust outlets, rear wing(two different kinds....one being a 'ricer' style wing, the other being a nascar inspired spoiler), exhaust(single or dual outlet), turnsignal mirrors, carbon fiber or satin silver interior pieces, probably some other stuff I can't remember. lol. They were avaliable in reg cab or ex cab, only 2wd. Only offered in the 2002 and 2003 model years.
That's what I remember from my manual I got back in '02.