Not all 2004's were 6-speed. It was a factory option. Also, there were two different ways of getting a 6-speed: 6-sp on a regular 330i, or the 6-sp that comes with the performance package (ZHP). They are the same transmission, but the ZHP has a final drive ratio of 3.07 as opposed to the 2.93 on the regular 330i.
I rarely drive in 6th gear, which is an overdrive gear with a gear ratio of 0.85. You will run at 15% lower engine speed for teh same road speed in 6th gear than in 5th in the regular 330i. If you get the ZHP, you will only run about 11% lower engine speed.
At speeds of 60 mph or so, you will want to be in 5th gear at most, however. The torque curve for this car peaks at about 4500 rpm, so you probably get worse fuel economy running in 6th gear at 60 mph than if you go in 5th.
Gears 2, 3, 4, and 5 have the same gear ratios on both transmissions.
You can learn plenty more on this site: BMW E46 Differential Info