Actually, simulations and well-conducted experiments (read: not Milgram's experiments) point to the average number of steps being around 3.
For example, a really cool online computer simulation called
The Oracle of Bacon, using data from the IMDb, shows that the average number of steps between Kevin Bacon and any other actor/actress who has played in a television film or major motion picture is 2.952. Interestingly, Bacon ranks only 507th on the ordinal scale of Hollywood connectedness. The most connected actor? Dennis Hopper at 2.743404 average steps. The actor with the worst average degree of connectedness -- as in the most obsure actor out of all the obscure actors ever to set foot in Hollywood -- has an average of 9.001 steps to any other actor.