Pentium has hyper threading and the celeron doesn't (2v1 threads) . The pentium is also higher clocked with the same amount of cache. Though, Pentium is a bigger die with a higher wattage. Pentium is 32 bit where the celeron is 64 bit. Celeron is 4 years newer.
I'd go Pentium if 32 bit system? 64 bit have to use celeron