LSD is certainly available and desirable. You can spot them by driving the car (one wheel on grass/sand, the other on pavement), calling Mazda with the VIN, deciphering what package you're looking at or by doing a visual inspection through the fill plug.
6-speeds are relatively uncommon on the 1999-00 cars. In 1999, it was only in the 10th Anniversary Edition (aka "10AE"), and those are not for people who are allergic to the color blue. For 2000, I think it was only in the Special Edition. Basically, lots of toys. I don't like the shift feel or the gearing of the 6-speed anyhow, I'll take the 5.
One interesting note - if you can find a 1999 base model, you'll get manual steering. That, and finding one of the 50 2003 Club Sports are the only way you'll get the NB manual rack. I like the NB manual. But you won't get a Torsen.
What are your eventual plans for the car? That'll help drive what options are worthwhile, and what ones will get replaced.