you can get an R34 4 door for very similiar price as the 33 i mean if you want an R33 then yeah go for it but there is the possibility of the newer, perhaps more reliable, NEO engined, newer, R34, which is newer...
...just a thought,
but to answer a few questions
1) yes, same engine just very very very slight differences, nothing worth noting down as such... modification possibilities are the same, except for body kits and such, they are a little bit harder to come by...
2) major issues would only come into question should you have a girlfriend, cos every girl goes GA-GA when they see someone with a four door, they can't help themselves, i personally have a gf and she's learned to live with the fact that girls are often approaching me trying to solicit sex for free, but as much as she's gotten used to it, she still finds it hard, but the world keeps on spinning.
3) R33 skylines have no headroom god dammit, i have a cefiro personally and i find it perfect head height for a man of my 6 foot stature, but my friend has bought an R33 and i always hit my head on the roof everytime he goes over a ski jump of the sort...
hope that helps!