Iterating $ F $ a few times, we get \[\begin{aligned} F(F(z)) &= \frac{\frac{z+i}{z-i}+i}{\frac{z+i}{z-i}-i} = \frac{(z+i)+i(z-i)}{(z+i)-i(z-i)}= \frac{z+i+zi+1}{z+i-zi-1}= \frac{(z+1)(i+1)}{(z-1)(1-i)}\\ &= \frac{(z+1)(i+1)^2}{(z-1) \cdot 2}= \frac{(z+1)(2i)}{(z-1) \cdot 2} = \frac{z+1}{z-1}i,\\ F(F(F(z))) &= \frac{\frac{z+1}{z-1}i+i}{\frac{z+1}{z-1}i-i} = \frac{\frac{z+1}{z-1}+1}{\frac{z+1}{z-1}-1} = \frac{(z+1)+(z-1)}{(z+1)-(z-1)}= z.\end{aligned}\]Thus, $ z_{k+3} = z_k $ for all $ k $. Since $ 2002 \equiv 1 \pmod{3}, $ we then have \[z_{2002} = z_1 = \frac{z_0+i}{z_0-i} = \frac{1/137 + 2i}{1/137} = \boxed{1+274i}.\]