After getting tired of pes08 and eventually getting dissappointed with 09, I've played both pes5 and pes6 lately. I enjoy both, but the movement and passing, especially in attacking areas, plus shooting on pes6 makes it just that more enjoyable. The slight feeling of moving on a slippery surface (plus the missing spectators) on pes5 can be a bit annoying, but other than that I like it second best. Like Pes4 just fine, but 5 and 6 were/are better in my oppinion.
The blank teams on Pes6 made adding the teams of your choice easier (without using pes-editor, at least), and enhanced the master league experience for me (I use 4 to 8 Championship teams, top 4-8 german teams, and 4 Ligue 2/Serie B, Segunda Divison depending on which league I play the ML in).