Messengers
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Fleeing Caprica City and then the planet itself, Dr. Gaius Baltar was shocked to discover that the woman he had a relationship with on Caprica lives on - inside his head.
At first he tries to dismiss her presence as a manifestation of his own guilt over what has happened to his people, and his role in it. However, Six suggests that she is in fact the result of a chip inside his head. However, while some of her actions - such as terrifying Baltar into constructing a genuine Cylon detector (Bastille Day) - very much suggest she is a part of his own psyche, this is countered by her underlying actions and deeds, all of which represent a furtherance of those aims and goals she expressed as a corporeal entity, giving added weight to the idea that she is most likely a personality download contained within a chip in Baltar's head. Some of these are characteristics never witnessed by Baltar himself - such as her jealous reaction to Boomer's visit with Baltar in his lab (Flesh and Bone), which closely mirrors the jealousy she shows towards the Valerii copy on Caprica ("Litmus", "Tigh Me Up, Tigh Me Down").
Certainly, this seems to be the view Baltar himself comes to hold, as he relies more and more on her for guidance and insight into Cylon ways - so much so that she deliberately suggests that her presence within him is something of which other Cylons have no knowledge. However, in her relentless drive to get Baltar to fully accept the Cylon concept of God, it would appear that not only are other Cylons in the fleet aware of her "existence", they are in communication with her: hence the arrival of "Shelly Godfrey" onboard Galactica with her accusations of treachery at the precise time Six ceases to communicate with Baltar.
When Baltar begins to deny Six's actual existence, she turns the tables by changing her appearance and telling him that he was, indeed, "crazy" (Home, Part II). Baltar asks Dr. Cottle to perform a brain scan to check for anything unusual. "Nothing, nothing, more nothing" is the gruff diagnosis from Cottle. However, later in the same episode Baltar realizes that the Six he sees could could not possibly be a hallucination caused by him going "crazy", because she knows things (such as that Caprica-Sharon Valerii was pregnant) that his subconscious mind has no way of knowing. When confronted with this, Six agrees that she is not a product of Baltar's mind, although scans show no chip in his brain. When Baltar asks her what she really was, Six only replies that "I'm an angel of God sent here to protect you". While Baltar may not have a conventionally visible chip in his head, it could be organically-based (like the Cylon agents) and indistinguishable from other tissues in his brain or central nervous system. There is a remote chance that Baltar could be a Cylon agent himself (see the Cylon agent speculation article for arguments for and against Baltar as a Cylon agent).
In the episode "Downloaded" it is revealed that the vision of Number Six that Baltar sees everywhere is definately not the same Number Six consciousness as the one he had a relationship with back on Caprica: Caprica-Six's consciousness downloaded into a new body, and for nine months continued to live on Cylon-occupied Caprica. Within a few seconds, it it clear that "Caprica's" personality is completely different from the one in Baltar's head. This adds a further level of complexity to who exactly Baltar sees all the time: would Caprica-Six really implant a chip in his head? When she was downloaded into a new body, Caprica-Six actually thought that Baltar was dead, and did not find out he was alive for months. Furthermore, just as Baltar has an inner Six inside his mind, Caprica-Six has an inner Baltar in hers (and just as Baltar's inner Six manipulates him against the humans, Caprica-Six's inner Baltar manipulates her against the Cylons). She may have implanted a chip, containing one of her "sister" consciousnesses, into him as part of a "backup plan" she never thought she'd actually use...or she may really have never implanted a chip inside Baltar. And this is true, why would she also have a chip inside herself of Baltar? The answer remains unknown.
It was hinted that the internal Six had been silent for some time when the Cylons arrived at New Caprica. She appeared to Baltar as the first Raiders entered the sky observing that it was finally "judgement day." (Lay Down Your Burdens, Part II) Exactly what will happen with this copy now that Caprica-Six has again met Baltar remains to be seen.