I'm going to start with your last two examples first:
We reviewed the data from 2000 to 2005
This is an ambiguous sentence. It could meant that you studied the set of data that dealt with the years 2000, 2001, 2002, 2003, 2004, and 2005, or it could mean that, during those six years, you studied some unspecified data--but, it is implied, you no longer study that data.
Which one is intended will generally be obvious from context.
We reviewed the data from 2000
This, oddly enough, is no longer ambiguous. If you were talking about when you studied, rather than when the data was from, you would have to say "we have reviewed the data since 2000," or something similar.
Instead, this indicates that you are studying data that was collected in the single year 2000. There is a strong implication that the time when you are studying it is after the year 2000. For example: "In our year-end review, in January 2001, we studied the data from the year 2000 and determined that..."
We reviewed the data starting from the year 2000
is more problematic. The most natural reading, to me, would be that you studied the data for more than one year, but that you studied the year 2000 data first. Most people, hearing this, would probably assume that you studied 2000, then 2001, then 2002, and so on; or 2000, then 1999, then 1998 and so on, or some other sequence based on the context.
A more natural and clearer way to put this would be:
We reviewed the data, starting with the year 2000.
If you wanted 2000 to be the beginning of a range of data, rather than to indicate a discrete chunk of data associated with that year, you would have to explicitly indicate this. For example:
We reviewed all of the data from 2000 onward.
We reviewed all of the data from 2000 and earlier.
Or you could achieve the same effect by expressly indicating that 2000 is a start or end date:
We reviewed all of the data after 2000.
We reviewed all of the data up until 2000.
In these last two examples, people will assume that 2000 is excluded.