Revised: Since I have found the information I needed, I'm going to make a quick guide for others about the OEM fog light differences between 97-04 and the 05-06.
97-04 fog lights are the OBEN style, they say so on the glass. These lights can accept the mesh stone guards, and the full face stone guards. These lights have the metal mounts.
05-06 fog lights are the HELLA style. They say so somewhere on the housing I forgot where. These can not use the mesh or full face stone guards, but you CAN order replacement glass for them. These lights have the plastic mounts.
Here is a broken fog light, this is the 97-04 OBEN stye.
Here's what the connector on the fog light looks like.
Here is the 97-04 connector on the Jeep.
This is the 05-06 Hella style fog light connector.
This is the 05-06 connector on the Jeep.
You'll notice that the connections merely switched roles between the two style.
97-04 OBEN the large connector is on the fog light, the smaller one is on the Jeep.
05-06 HELLA the small connector is on the fog light, the larger one is on the Jeep.
If you're looking to make a set of extensions, or adapters to run one style or the other on the opposite style jeep, then you must find a set of connectors.
The best locations to find these connectors are:
97-06 TJ Wranglers under the battery tray, and at the fog light connection. 03+ always have the Jeep connectors by the fenders.
93-98 Grand Cherokee ZJ battery sensors, literally under the battery tray attached to the sensor.
XJs Unsure of the year range, but again under the battery tray.
Durangos first generation durangos have these connectors under the battery trays as well.