What he said:
Make sure you know what your motherboard can handle before you purchase a card.
A LOT of the low budget computers sold today have an integrated AGP graphics chip set with NO AGP expansion slot.
So even though the specs on your new 866Mhz PIII may SAY AGP graphics, getting an AGP card won't work as there is no expansion slot.
If your are in this pickle (like I am) than you have several PCI choices:
ATI Radeon SDR 32MB PCI
ATI Radeon All in Wonder 32MB PCI
Variety of GeForce MX PCI boards (Inno3D, Hercules, Creative, VisionTek all sell PCI cards)
Savage4 PCI
Upcoming KyroII PCI boards.
Voodoo5/4/3 (discontinued boards, no support but awesome PCI performance according to the reviews).