This is just my insight after playing several times in cup mode with the same settings in each version (I will include pes6):
Attacking AI:
1- PES6 (secret for nobody)
2- WE9 (yes the feb. 2006 release)
3- PES5-WE9LE (these two and WE9 are very wing-based, but WE9 seems somewat better in mantaining ball posession in general)
Defensive AI:
1- PES5-WE9-WE9LE (i dominate posession most of the time but have very few scoring oportunities)
4- PES6 (i dominate posession and have scoring oportunities more often, but still don't achieve big scorelines because i'm just bad)
Ball physics:
1- WE9LE-WE9-PES5 (beautifull but kinda fast)
4- PES6 (slower but dreadfull)
Player dribble and running physics:
1- WE9LE-WE9-PES5 (beautifull, you can fell the weight of the players)
4- PES6 (less animations and faster, so more robotic)
Player passing and shooting physics:
1- PES6 (excelent actually)
2- WE9LE-WE9-PES5 (very good, but not as good as the above)
Goalkeepers AI:
1- PES6 (not a big difference, i just see better reaction times)
2- PES5-WE9-WE9LE
I have found WE9 to be more consistently aggresive in attacking than the other two, i see the AI is slightly more able to keep ball posession while attacking, but it's not like they are particularly better than the other two when recovering it from me or intercepting passes, even in the number of called fouls i don't notice big diferences, only that there are more fouls in important games or when either myself or the CPU is losing.