Here's the skinny:
AGP is the old standard, PCI-express is the new standard.
Performancewise there is really no difference between PCIe and AGP 8x, as videocards do not yet use the full bandwidth that even AGP 8x provides... heck, I have yet to see a benchmark that shows that AGP 8x has a large benefit over AGP 4x.
This is important to know, as the raw specifications of PCI-express humble AGP. But the fact is, in the real world it is irrelevant; so don't buy based on specifications.
Having said that, PCI-express videocards are generally cheaper, and the better cards (X1800/X1900, 7900 series) aren't even available for AGP anymore, so if you're building new there's no reason to go AGP.
SLI (serial link interface) and Crossfire are Nvidia's and Ati's respective brands of Multi videocard technology.
Both SLI and Crossfire are pretty much toys for the rich at this point. Anyone with $500 or less to spend on a videocard is much better served with a single, good card, as SLI and Crossfire are not 100% efficient; two cards in tandem do not give you 200% performance, in fact in some cases performance will even decrease.
That's pretty much it, there's technical specs that I could quote but they don't really tell the story.
Finally, I would like to point out that motherboard specifications like AGP, PCI-express and SLI aren't nearly as important as the videocard itself.
If you want to comparison shop you should be concentrating on videocard attributes such as:
1. Chipset Architecture (Radeon X1800, Geforce 7600 GT, etc)
2. Clockspeeds (Memory and Core in Mhz)
The amount of memory is a secondary factor, a 512 mb videocard will not necessarily outperform a 128mb videocard.
For example, a 256mb 7800 GS in AGP will absolutely destroy a 512mb Radeon X300 in PCI-express when gaming.
It's the chipset (in this case, 7800 GS vs X300) that really counts.
The memory (256mb vs 512mb) and the bus (AGP or PCIe) are basically irrelevant in most cases.
If you're interested in best gaming performance for the dollar, check the sticky at the top of this forum.