Although I think that by saying my following opinion I will have to accept some “mysterious and religious” events on "Battlestar Galactica" , I think that it is more logical to think that Gaius Baltar is the Last Cylon.
The visions he has with number 6 are not visions properly speaking, they are rather the Cylon inner being that lies within his brain. Of course he was examined by the doctor, but the last Cylon is a different kind. That would explain much of the talkings he and number 6 have in Gaius conscience.
On ther other hand, Caprica can see a form of Gaius Baltar in her mind, because when she arrived at Galactica, Gaius/Cylon realized it and sent a message to her. This would be an advance form of communication just as one we have today in wireless communications where devices constantly poll other devices close to them. When Gaius found her he started sending her these messages. That is why she sees a Gaius Baltar in her mind.
I even wonder that Gaius/Last Cylon may be the first AI created by mankind just spreading his code through centuries and space.
Gaius/Number Six/Cylon represent a religious triad just as in the Father/Son and Holy Ghost.