Lazio IMO had better individual players back then. They had a team almost full of stars with the likes of Veron, Nedved and Diego Simeone in midfield, Sensini, Sinisa Mihajlovic, Nesta in defence, Salas, Mancini and Alan Boksic in attack and I'm sure I've missed out on some other big names.
At that time we had Del piero, Davids, Zidane and Deschamps who were considered our star players the rest were solid players who did precisely there job but nothing more.
Yet we played much better than they did as a "team" and we used to have that "never give up even in the last seconds of the game attitude" that kept us ahead of everyone else in Italy and even in Europe something no one else had back then.