Brock Lesnar was by far the biggest star of that era. Although he was only around for 2 years he was pushed right from the start and did practically everything there was to do in wrestling at the time. He won the WWE title 3 times, won the Royal Rumble, King of the Ring, beat the Rock, destroyed Hulk Hogan, beat the Undertaker, Angle, Edge, Hardcore Holly, Test, RVD, Benoit, Big Show, Mark Henry, Hardy's, Cena, and Orton and had some of the most memorable matches of the era such as the one against the Rock at SS 2002, Hell in a Cell with Taker, the ring breaking match with Big Show and a number of awesome matches with Angle at WM19, Summerslam 2003 and the Iron Man. Only after Brock left the company did guys like Edge, Orton, Batista, Benoit, Eddie and Cena become main eventers, not to take anything away from those guys but had Lesnar stayed with the WWE I'm not sure if those guys would have gone on to get as many title reigns as they did.
The only guy Lesnar feuded with and didn't get the better of was Goldberg who also actually had a very good run for a guy that was only around for a year. Despite the fact that he never lost a single match cleanly during his WWE run he was not a star of this era and this run paled in comparison to his WCW run.
Benoit won the Royal Rumble after entering first and managed to take the belt off HHH for a significant period during which he beat all the top guys on Raw at the time such as HBK, HHH and Kane. It was a memorable reign but not legendary and besides he wasn't a star of this era.
HBK probably was the best performer of this era. Although HBK was probably already Hall of Fame worthy before he made his return in 2002 he put on so many awesome matches during this period and won the world title just once and helped put a lot of guys over. This is seen as his redemption run for being a dick during his first run.