Both chips are terribly old and you probably won't notice much of a day-to-day improvement of one versus the other. Intel, back during that time frame, had a slight edge in media encoding while AMD pretty much was better in everything else.
That being said, the Pentium 4 was a "mainstream" CPU of the era and the Sempron a budget chip. AMD had an advantage back then, but the Sempron's clock speed is simply so low that it won't really beat the Pentium 4. It would eat a Celeron of the time for breakfast, though.
The Sempron will be a lot cooler running, but the P4 will generally give better performance. If you were comparing an Athlon 64 to the P4, though, the Athlon would walk all over it.