headlights question

I have a '04 mazda 6 and i was looking up for some HID head lights for my car. Now i notice that there are two bulbs on each side. r they both the same model # and everything? or do i have to buy a totally different one??
Also i was gunna buy blue HID lights and there are so many different types. ( 9004,9005, H1, H2, H3, and so on) which one do you guys prefer or think is the best one???

Well, you've come to the right place to ask those questions.
 
First off, you have halogen bulbs in there now, so you will want a conversion kit because factory HID bulbs (they are called envelopes) won't fit. 
Also be aware (and this is a little one) that converting to HIDs from halogens is technically illegal. DOT's don't like people messing around with the factory lights, but I wouldn't worry too much about that unless you go to 8K colored lights or above... and that's an entirely different conversation.  In short, DON'T!!
 
Most people convert only the low beams as factory HIDs are the same... only the low beams.  You can do (convert) the high beams as well, but at twice the expense and you're asking to be spotted by the po-po.
 
You have two bulbs on each side because one is the low beam bulb, the other the high beam.  Since you are planning to "convert" you will need a kit that matches the bulb type already in there.  In the Mazda3 it's an H7.  I'm not sure if the 6's use the same low beam bulb.  Read the manual.  That information is near the back under specifications.
 
"Blue bulbs" you may think these look cool, but you will not like them for long. The higher the kelvin color rating of a bulb the bluer/purpler it is, but the useful output of the bulb drops significantly the higher you go. Also the bluer a bulbs output is, the greater the eye strain.  Stick with color rated bulbs of 6k or under for the best output and color.  Most seem to agree that 5k is the ideal.
 
Lastly, and I am not trying to embarrass or make you look foolish here, but based on your op, I can tell you've done very little research and do not understand much about lighting yet.  Please, before you jump in w/both feet and spend your hard earned money (or your parents hard earned money) do some research and get some knowledge about the subject.  The Internet has a lot of reputable sources on this subject that can get you involved.  Here's one of my favorite: http://www.danielsternlighting.com/
Read it, as he obviously makes some very well informed knowledge available to the average consumer so that they might make better choices.
Then you can make the best informed decision, one you will be comfortable with in the end.