PCIe is the way to go. AGP is long gone now. They are still selling AGP video cards but motherboards with AGP have gone. PCI: only in very rare cases you would want to add a PCI video card to your system. If you're trying to decide whether or not to, your system is probably outdated and should be replaced anyway.
SDRAM/DDR is out. It is all DDR2/DDR3. If you have a SDRAM/DDR board, consider replacing the motherboard as well.
AMD vs Intel. Still cost issue. Intel still has the upper end of the desktop market at a premium price. Nothing new there.
Onboard video: you still need a seperate video card for decent gaming performance. Onboard video is good enough for everyday use.
ATi vs nVidia: not completely have the picture right now, ATi seem to have their act together on drivers.
Upgrading systems: as said, for AGP systems, maybe the video card. Anything before socket AM2 or LGA775: replace the system. Most likely you have IDE drives in there, that is another dying standard. The higher-end replacement CPUs for these older boards are more expensive than a regular motherboard/CPU/memory combo that will run circles around your "upgraded" system.
OEM boxes: same rules still apply.
Even though the technology mentioned in the original posting is now becoming obsolete, all the general rules about upgrading/replacing still apply.
We hate rut, but we fear change.
System error, strike any user to continue...