Heh, if you're setting up a gaming computer, and you have two PCI-E choices, why do you have an AGP choice in there as well? Don't even bother with the 9800 Pro anymore, they were great when they came out, but the X600-X850 cards are way more powerful, and same goes for the GeForce series. I don't put much stock in PCI-E just yet, but it is the future, and my beloved AGP is going the way of the dodo now, so if you're going to build yourself a brand spankin' new computer for gaming, go the PCI-E way, and I'd reccomend either the X700 or the 6600 GT. But, food for thought, most, if not all, the 6600 GT cards are only 128Mb, and a 256Mb card will have a much longer life before you have to upgrade it.
Good luck