I was wondering where you prefer the white squared bishop to move in this sort of variation the grand prix from these three ( I tend to go for Bg2 but thats just me) :

6: Bg2

5. Bb5

or 5. Bc4?

Bb5

What does Bb5 do though at this stage?

1. Pins the Knight to the King.

2. You threaten to double your opponents pawns.

3. The Bishop is about to get in your way on the K-side.  Your main goal in this opening is an early K-side attack, the bishop will hinder you on that side of the board.

The quesion I should ask you is, what is your bishop doing on c4?  With black playing e6 it seems that it is staring at a wall of pawns.  I think Bb5 is more useful.

But look it up, I don't know what the main line is, see if you can get an explanation from someone who actually knows what they are talking about.

Ok, but... Can't balck just counter Bb5 with Be7? and then next move just move the natural a6?

When I play the GPA OTB I play Bb5 exclusively.  If d6 is played I give it with check and take either the knight on c6 or the bishop on e7 immediately (for example, 1. e4 c5 2. Nc3 d6 3. Bb5+ Be7 4. Bxe7 [Q/N]xe7 5. f4 Nc6 6. Nf3...continuing with the GPA theme).  I've never fooled with Bg2 so I won't go into that.  I've found this is the strongest continuation for white as it allows you to castle quickly (castling is important as the f4-push creates a suspect diagonal along e1-h4), as well as the dark squares seem to be the important motif in the GPA (g3, g5, h6) so rid yourself of your less usefull bishop.  Not a bad bishop objectively, but in my experience the dark bishop is the more useful of the two in GPA.  The downside to Bb5?  Well you're intent is obviously to take whatever black places along a4-e8, so if Nc6 then you're simply down the bishop pair.  It also creates less attacking chances than on c4.

When I played Bc4 I found that if my opponent play g6, Bg7, castle then the g6 pawn was quite weak, as the f7 pawn is pinned and only the h-pawn can recapture if you take (thus opening the h-file).  If you can manage to trade the dark bishops off then g6 is looking even weaker.  The downside is that Bc4 can leave you feeling a bit more cramped, especially after a6, b5, Na4, etc.  You'll lose time relocating it as well.  A centre pawn push by black can also get a bit annoying for black.

Basically I'd say Bb5 avoids complication, allows white more space, but creates a lesser threat than Bc4.  If you have a lot of time to prepare for whatever black throws at you (and most amateurs don't spend a lot of time with the Closed Sicilian) then Bc4 is your safest bet as you can really make the most of kingside inaccuracies by black and it was deeper threats.

I'll add more later/fix my mistakes but I'm a little tired right now and I'll do that tomorrow.

Now I see, thanks :)