ok i did this swap a few years back on my gsl-se. There seems to be alot of interest in this swap so i'll write up what i did and ran into. This is an s4 engine (block intake and blot on's using a gsl-se ecu and wiring).

First things first. Get the s4 block into the car.
1) swap out the oil pan and oil pick up. if you don't the pan will smack the cross member for the frame.
2) swap out the front cover so you can use the gsl-se engine mounting.

the oil cooler lines hook up just fine. so no worries there

lets talk about the emissions AKA crap.

1) you'll want to block off the EGR, ACV, and BAC. you can get the block off plates from racingbeat.com or mazdatrix.com. i couldn't find a blcok off plate for the s4 BAC on the UIM so i had to make one.
2)This kind of leads into another area... Rats nests. Get rid of it. 3/4 of the lines are now usless. if you plan on using the gsl-se distributor like i did then you need vacum for that, vacum for the preasure regulator, TB warmer, oil injection and the "pcv valve"
3)trash the air pump.
4) thers are all sorts of vacum switches and such. tash them all. except the one for the distributor. it's marked with a green dot.

now for the AC and Power steering
on the 2nd gen motors the AC and power steering pump are reversed when compared to a gsl-se. use your gsl-se mounting brackets and AC / Power Steering pump. everything should be ok.

Seems how your in the area, youll want to swap out the main pully for timing purposes.

ok back to the intake manifold. when using the firgen ecu you'll only be able to use 2 injectors so put the 2 stock gsl-se injectors in the holes on the center housing. the holes on the intake, remove the atomizers (little plastic thingys) and go get or make these. http://racingbeat.com/photos/18147.jpg
Thats a set of injection plugs. i had to cut the platte in half because th holes ar so far apart.
now that thats done lets move to the oil injection part. You have to remove the oil injection valve(mounts to the front cover) ans swap it with the sencondgen motor because rod that goes up the TB isn't bent the same because the TB on the 2nd gens sits differently from the GSL-SE.

words of advise... on your fuel rail.... trash the pulsation stopper and get a regular bango fitting. the type the 2nd gen motors use to connect the 2 fuel rails works great. also replace the rings. it's like $3 and can save your car from going up in flames. if you dissasymble the fuel rail replace the crush rings. again a few $ that can save you a lot of pain later.

moving on to exhaust. the second gen exhaust manifold will not hook up to you gsl-se stock exhaust. good solution is a nice racing beat header/full exhaust.

so now that the engine is in there lets talk about the small things.
lets start with the gas pedal and the TB. it'll barley be long enough to fit. but it will.
the cruise control however will not fit. you'll need a new cable.
snesors...ahh yes sensors. i couldn't get my engine to run until i swaped out my oil preasure. but it could have also just been a bad sernsor.
also the air temp sensor connector isn't the same on the UIM i use quick connects to connect them

now that we got everything except ignition lets do that. now go can hook up the gsl-se ignition stock but wheres the fun in that. i mean it's the only peice that you don't have screw with to get it to work. but my version more fun. i used a msd ignition and have direct fire off of 2 coils for my leading and the trailing still goes trough the distributor. people look at the and give me the "what the f*ck" look. i chopped the wires for the mag pick up in the distributor for the leading coil. and hooked that to the msd box and then wired 2 coilds on the box and away we go. i have yet to do it to the trailing because i'm worried that if i do it like that i might loose my injection because the injection is timed off the trailing spark. Go home and unpluge your trail coil and try to start you car. it won't run for long because the fuel injectors share the same curcit.

spend some time and figure out how you want to hook up for MAS on you intake. i just made my own cooler air intake. sounds speedy

And after the it's all gravy. i hope this helps some people. my car right now is a s4block and intake, full racing beat exhaust, msd ignition, eletrict fan, and my cold air intake dyno at 182 rwhp lots of tuning went into this.

btw little hint aswell. if you gsl-se floods go unplug the trailing coil wires and crank the motor and plug them back in and away you go. after the swap my car, the car floods only on hot days and when it's been off for like 30 seconds. i have a fuel pump cut off switch installed.