AGP, PCI, PCI-E are different "connections" for video cards that are found on the mobo. AGP is being phased out, PCI-E x16 is the newest and latest(you probably won't have to worry about a PCI video card if you have AGP, PCI-E or on-board video). About the different mobo installations, yes, the screw placements are pretty much the biggest problem.
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CPU: Intel P4 3.0 HT
Mobo: ASUS P5P800
RAM: 2x512 PC3200
VC: ATI Radeon X850PRO
HDD: 160GB Seagate SATA
PSU: 500watt Ultra X-connect
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