Here's some info for you:
03-04 models have issues with the stereo deck/AC board failing. I've heard about brake dust problems, but that could be the sedans only.
05-06 6MT's have the "Revup" engine. They changed the rules on reporting HP, so the conservative rating is 298; but it's actually increased between 15 and 20 HP. The increase in power is mainly due to revisions made to the variable valve timing on the exhaust side of the valvetrain, allowing the new engine to rev past the 7k redline of former models, all the way up to a newly set 7,500 RPM.
The REVUP engine has had oil consumption problems on some, but no official TSB has been released.
Check out this thread for more model year info:
http://forums.g35club.org/zerothread/327050