Is there a complete list of all the registry settings that Exchange Server 2003 uses?

Not unless you consider the Exchange source code to be such a list (and, of course, no one outside Microsoft can see it). Most of Exchange's important configuration data is stored in Active Directory (AD) anyway. Registry parameters tend to be used to change or override default behavior, not to keep track of settings. You could use a tool such as Sysinternals' Regmon to find out which keys are written to during an Exchange installation, but that would likely be a very time-consuming process because Exchange installs so many COM components.