Beginning with 2002 models, the bumper to bumper warranty was extended to 4 years and 50 k (up from 2 yrs), and I believe most problems will become evident within that time. My guess is that unless you're putting very many miles on the car right from the start, the extended warranty might not help a lot.
Some things like the MAF, injectors, the injector pump, glowplugs, etc. come under the "Emissions Control System Warranty", which according to our manual is good for just 2 yrs or 24k miles on our 2002. I'm not sure if any extended warranty will get over that.