There is NO difference in performance with current AGP 8X cards. The difference is under 1%.
The whole concept of AGP speed is somewhat flawed, since in an ideal case you want to never use it. The purpose of AGP memory transfers is that in case the card's onboard memory gets used up, it can dip into system memory faster than without AGP. However, even with AGP 2X, 4X, and 8X, the bandwidth of the system memory is still way lower than the memory on the card, and it SERIOUSLY slows performance. This is why we have cards with 128MB coming out so soon after the introduction of 64MB cards: for 3d apps and games, there is a huge slowdown when you are using more memory than what's on the card. For example, with AGP 8X, you have ~2.1 GB/s of bandwidth to the system memory (equal to PC2100's 2.1 GB/s). The onboard memory of a Radeon 8500 is ~17 GB/s. Clearly, AGP speed is still the bottleneck.
So, to sum it up: AGP 8X provides NO TANGIBLE difference over AGP 4X. Also, AGP 4X barely provides any upgrade to AGP 2X. The difference is in the size and speed of the memory on the card. If you want faster performance in games, get a faster card, with more memory.