The '05 has the grill. The '06 does not.
I tried purchasing an '05 grill for my '06 but there are none to be had according to three Ford dealerships (I asked three because the part doesn't show up in the '06 catalog and it required me taking a parts manager out to the showroom floor at Galpin to show him that one does exist).
I inquired around as to why the '06 doesn't have one, and as several forum members have reported, it is due to cooling issues. I did look at the '05 grill and notice that the openings are rather small.
I am concerned about damage to a rather expensive item (radiator) that will be problematic to replace (an oil change is $350, just think what the labor will come to on a radiator replacement). Therefore I have investigated the development of a grill using the interwoven wire lattice material utilized on my aftermarket Escalade grill. The wire mesh I am referring to is rather durable. The openings are small enough to protect the radiator from rocks, but large enough I believe to allow sufficient cooling and dissipation of heat.
I haven't figured out an elegant way of attaching the grill as of yet (zip ties are rather crude and may lead to rattles). I also don't want to be drilling any holes into unsupported plastic....so I will still be working on this one.
Any ideas?