If the 5.x Agents you are upgrading are forms or SSL credential collectors (FCC or SCC) and FCCCompatMode is set to NO, there are no issues with upgrading them first or last.
When upgrading your entire SiteMinder environment to 6.x, you must disable 5.x Web Agents from supporting 4.x Agents by setting FCCCompatMode to NO and configure them as documented in the Web Agent Guide. For more information, see the "Configuring Credential Collectors in a Mixed Environment" section in the "Advanced Authentication Scheme Configuration" chapter of the Web Agent Guide.
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