My ds is older and was 8 at dx but he was also painfully skinny. He was 8 yrs old and 48 pounds. We were lucky that once he went on insulin he gained weight quickly. Have you thought of adding Pediasure or something similar to his diet? Since those drinks are designed for children who don't eat well they are full of calories and vitamins. Adding it to the diet of a well fed child will be double the benefit. I'm sorry I don't have better advice just wanted to offer my 2 cents :)
My son, who is also 6, is the same way—he's not small, he's actually good size for his age and looks like he's going to be tall, but the boy doesn't have an ounce of extra padding anywhere. I don't know that there's much you can do about it — some people just don't put on weight, and it sounds like he's one. I like Jennifer's suggestion, although of course you should talk to your doctor, but fact is, if he would've been skinny without diabetes, he's that much more likely to be skinny with diabetes. Not being able to find locations for sites is a nuisance — I can only put sites on Eric's butt and upper thighs, and a small patch on his abdomen (which he doesn't like, because he says it stings).
We are also limited to my son's butt. He won't let us touch his upper thighs after the one time we did it and he cried like crazy, and he doesn't have nearly enough meat on him to use his abdomen.
This is a funny topic to me, because I'm going through the same thing with my 9 y/o son right now. He's always had trouble putting on weight and is a little underweight for his age.
The nutritionist at his endo office suggested Boost protein shakes, which I see as essentially boxed YooHoo (see also: garbage). When I told her I would rather not give him garbage sugars she suggested milkshakes.... Sooo.... I guess she didn't understand.
Either way, I'm also interested in ways to pack a few pounds on my little guy without subjecting him to milkshakes or liquid sugar. Any healthier alternatives to boost caloric intake are appreciated.