Warning: this grammar post is lamer than my last one, but here goes.
It seems the common convention for 2006 is to pronounce it as "two thousand six", as if it were a common number, like a dollar amount or a distance in miles. Probably, this comes from such influences as 2001: A Space Odyssey or Conan O’Brien’s In the Year 2000 sketch.
But really, declaring a year has a different speaking convention, at least it did back when I was a kid in the 1980s. Back then, we didn’t refer to our decade as the "one thousand nine hundred eighties", but rather simplified things as the "nineteen eighties". It was a much more efficient pattern for vocalizing a year, and it seemed to be universally recognized. But in the year 2000, for whatever reason, the rules slipped.
Follow the logic with me:
1806: "Eighteen oh six"
1906: "Nineteen oh six"
2006: "Two thousand six"
2106: "Twenty-one oh six"
Can you spot the outlier? It really should have been called "Twenty oh six", and we are now living in the "twenty hundreds". That is, if you want to remain proper with the convention that seemed admissible through the last days of 1999.
Now, the natural counterargument is "Well, if everyone has abandoned this rule, why not just go with the flow? Why cause a fuss?"
Well, 2010 is around the corner, and I think people might be favorable to saying "twenty ten" by then. Why not be brazen and be the first guy on your block to revert back to the old way?
"Twenty-oh-six": the way future historians will remember us.