All the factory option wheel sizes from 15", 16" up to the low profile 205/45x17" often fitted to the Cooper S models will fit your Cooper with no mods required.
The lower profile tyres necessary with 16 & 17 rims will not give you such a good forgiving ride as your 15's but the 16's are probably the best 'all round' compromise between looks, handling and ride comfort. Also stick with non-runflat tyres if a smoother ride over potholes is preferred, normal tyres are also much cheaper!
Good used factory wheels are a no hassle fit option but if you prefer new or aftermarket wheels just make sure you get the correct rim offset, width and hole pitches to fit a 2002 Mini correctly.
This FAQ may help: http://www.mini2.com/forum/faq.php?f...hoosing_wheels
For used set you could try: MiniMatt|BMW|MINI|Modifications|Parts|Spares|Servi ce|Tuning|Repairs|Racing Mini Spares UK - Mini Spares UK