I use a 16GB class 6 left over from my myTouch. If you do a lot of back and forth writing to the card, a class 6 is a benefit. But, you're really going to get the speed benefit from writing large contiguous files like videos. Smaller files -- like MP3s -- will get stuck with more overhead due to the nature of the copy procedure (combined with smaller size/file) and thusly have a slower througput. So, using something like DoubleTwist or iSync, you're probably not going to notice much of a worthwhile difference utilizing the phone's built-in controller.
For reference, I get about 4-5 MB/s average on my class 6 using just the phone.