I don't remember, either, but I think the answer is no. There wasn't anything like the "Paste Options" control built into the ribbon.

In Office 2003, there were five main ways to activate commands: by choosing a command from a menu; by right-clicking a screen object (which opened a "context menu" consisting of a vertical list of context-appropriate commands). Right clicking a screen object could also be done by giving the object focus and pressing Shift + F10; by choosing a button from a floating toolbar; by pressing a hotkey (e.g., F7 = spell check; Ctrl + U = underline; etc.); and by pressing a sequence of individual keys to interact with menus and toolbars (e.g., press Alt (or F10), then F, then A to invoke the "Save As..." dialog.) The last access method is actually the same as the first, but done via keyboard instead of mouse.

In a way, the modern "Paste Options" area of the ribbon is a little like a Word 2003 toolbar. But I don't think there was a toolbar for pasting. Creating custom toolbars in Word 2003 was easy to do. I did it all the time. But it never occurred to me to create a paste toolbar!