Driver and front passenger seat-mounted side and three-row side curtain airbags are not available in the CE model. They are optional in a package for the LE and XLE models. They are standard only in the XLE Limited.
You can find a description of the packages here:
http://www.toyota.com/vehicles/2005/sienna/options.html
For the LE, you must add at least package 3 or 4 to get side curtain airbags. Packages 5, 6, and 8 add both the airbags and stability control. Package 3 is the least expensive, around $1300.
Check out
www.carsdirect.com . It will give you some good price comparisons to take to the dealer. Carsdirect doesn't have the lowest pricing, but you should never pay more than the CarsDirect price. If the dealer is higher, then just order through Carsdirect. For example, they quote a Sienna LE with package 3 at $24,318 before taxes, license and any doc or other dealer fees.
Keep in mind that this late in the model year, it may be impossible to find certain option packages and colors since you may not be able to place a factory order. Around this time the factories shut down to retool for the next model year and you may be stuck with whatever a dealer can find in local inventory. In years past, it has been very difficult to find Siennas in stock with only the least expensive option packages. Maybe this has changed, but if you find one that has only what you need at a good price, don't wait too long or you might find yourself waiting for the 2006 models;-)