While I own or have owned four S&W 629s, I'm not what you would call an expert. I get my information from here and John Taffin's excellent article on the S&W 29 & 629 series here: Smith & Wesson's .44 Magnum
as well as 25 years of shooting those four S&Ws (and a Ruger, plus several carbines in 44 Mag).
The Cliff's Notes version is this:
The Model 29-4 (stainless equivalent: 629-2) had the radius stud package to reduce metal stress and try to prevent the studs from breaking off and a strengthened Yoke & Crane to reduce end-shake. (629-2Es were a transitional model with enhancements that were not added at the beginning of production, such as the hardened yoke. But the -2 had the radius stud package from the beginning, AFAIK
The Model 29-5 (stainless equivalent: 629-3) bolt and bolt notches lengthened, hand radiused and some other internal changes to resist unlocking and reverse-turning of the cylinder. Some were available with full-lug barrels and unfluted cylinders and some were still traditionally-styled in those areas.
The Model 29-6 (stainless equivalent: 629-4) Full-lug barrels only, drilled and tapped for scope under the rear sight, Hogue rubber grips only - no more wood grips... (I've got one with a 5" barrel, and it's heavier than my 6" bbl 629-1. Easy shooting, convenient to carry, MUCH poorer trigger than the 629-1, but it will last forever with the way I load 44s these days.)
I believe they discontinued the blued model after this, and only the stainless 629-5 continued (someone double-check me on that). This variation has MIM hammer and trigger, internal firing pin (no firing pin on the hammer any more), CNC cylinder stop, and was the beginning of disappointment for traditional S&W enthusiasts. Soon thereafter the Internal Lock came along to cement the loathing of the new models...
Personally, I like the traditional style, look, and manufacturing, and so I don't want a 629-5 or later... That's why I bought the -4. It has all of the strength upgrades, but with traditional styling and construction. I'd still like to find a -3 with the old-style barrel and fluted cylinder, because I'm not really thrilled with the full-lug barrel, but if I fall into one at a good price I do, if not, I don't...
Now, all that said, I don't believe you can send your gun back and get the enhancements. (Again, I'm not as expert as the other guys here, so maybe they'll chime in and correct me.) Of course, if you can, I imagine it would be expensive-enough to just go ahead and find a -3 or -4 to buy... They're still out there for around $500-$600 in fine shooting shape.
Lastly, keep in mind that all of these upgrades were geared around people who shot their guns HARD (as in silohouette shooters or teenage kids who thought loading manual maximums were just suggestions...) My 629-1 has some goodly end-shake and will unlock and rotate backwards occasionally with max loads, but I shot several thousand rounds a year through it when I first got it, and the majority of those loads were a couple grains over the max load with 250gr Thompson-style GC lead SWCs... Nowadays, I've gotten a LOT smarter, and 95% of my 44 Mag loads are mid-range with 7.5grs of W231 and a 265gr LSWC for just under 1000 fps. This is a mild load on the gun and the shooter, that still has some power. IF you can do the same thing, and shoot light to medium loads 95% of the time, I'd not worry about the upgrades or buying a heavier-duty variation at all...
Hope that helps.