You guys are guesing on the logic that because it is AGP rather than PCIe, it will be slower. Answer this then, which is faster HD3850 AGP, or a 8500 PCIe? Answer, HD3850AGP. Its the same in this case, the PCIe bandwidth is not even coming close to being saturated with the 8400GS, regardless of its 8 series status. This is why the 6600 can have a 40% larger memory bandwidth.
I think the 6600 would beat the 8400 in most games regardless of the bus interface but arguably the best way of looking at it, is this: If you compared the two cards, which are both available on the same bus (e.g. PCIe), the 6600 for example kills the 8400. Then factor in the fact that the 8400 is not even coming close to saturating the bandwidth of a PCIe interface. This is the reason why they can make a ATi HD3850 AGP which is a very fast card.
The 8400 is a media center card, rubbish at games, yet a 6600 will play a lot of more modern games at modest resolutions and settings. The 6600 is better but the HD3850 is the best. Providing you have a sufficient PSU, and are limited to an AGP slot, then get the 3850. The 6600 wont play DX10, but thats nothing to worry about at the moment.
Summary:
6600 can be overclocked to match clock speeds of the 8400 easily (probably even exceed it)
6600 has 40% higher memory bandwidth
6600 can play games - 8400 is shit.
edit: even better, if you must have the 6 series, get a BFG 6200 and unlock the pixel pipelines and it will then be exactly the same as a 6600GT.