As far as I know the glove box was added as a standard feature in 2003. You can only add it by replacing the dash, and I think that included the entire dash, because the upper and lower parts are different, it doesn't like that great a benefit for the cost.
I make due just fine with the center console, the door pockets, and I added a second shelf in the dash console. The second dash shelf that I replaced the CD shelf with, was one of the best thing's I've done to my Boxster and it was only $35. And you can fit more than sunglasses in the center console, I've got my wallet, cell charger, knife, and some random pens in there. I keep my sunglasses in the door pocket. There's plenty of room without a glove box.