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Most 4 speeds aren't overdrive in high gear, and most 5 speeds are. Overdrive means the transmission is geared to turn the driveshaft faster then what the engine is turning. This saves bigtime on gas. With most non-overdrive transmissions, the driveshaft is turning the SAME speed as the engine.
If you have a choice go for a five speed. If you want a transmission that can tow or has a low first gear for fourwheeling look for a five speed with a "granny low" or "compound low". That way you have a low first and an overdrive.
There aren't too many 4 speeds around still in late model vehicles. Most are 5 speeds and 5th is usually an overdrive. 5 speed is better if you have a choice. I have always owned manuals since my first car and after 18 years I still prefer them. My advice: find a large empty parking lot or other empty area and practice starting and changing gears until you are very comfortable. Remember to NEVER: 1) leave your foot on the clutch pedal between shifts and 2)hold the vehicle on a hill using the clutch. These two things will wear out your clutch way early.