Remember, better != faster, at least not necessarily. While I have my doubts about DDR2, since it won't provide much in the way of a performance boost for quite some time and is expensive, I do feel that SATA-II and PCIe are worthwhile, if not immediately must-have. SATA allows for performance drives like WD's Raptor 10000RPM drives, which would be bottlenecked on an old IDE channel. Also, as densities climb up, nearing 1TB of storage, and rotations remain constant, it's possible that even old 7200 RPM drives might have sustained reads and writes that need more bandwidth. SATA cables are also longer and more convenient than old IDE ones. SATA-II adds some cool stuff like hot-swapping of drives, an external SATA protocol, and Native Command Queueing, which makes reads and writes more efficient for better performance. These things aren't crucial, but since SATA drives are pretty damn cheap now, and mobos have standard support, why wouldn't you want one unless you have a good IDE drive already?
As for PCIe, it is important. For graphics, it will allow for techniques not possible with AGP. Improved upstream bandwidth allows for more data to be shuttled from main memory to graphics, allowing for more virtual memory for the card. Reduced latency will also help complex routines. Also AGP is a sloppy solution. PCI is old and outdated (people are finally realizing that serial is better than parallel with regards to interfaces), and AGP is a workaround to bypass the PCI bus, but it is a hack job. If a new standard, with a built in graphics interface can be developed, for an equal cost as a PCI/AGP solution, and with higher speed and more room for growth, then why not go for it? PCIe x1 slots each provide double the bandwidth of an entire PCI bus, and there can be lots of them. If one SATA controller can saturate a PCI bus, imagine what tomorrow's peripherals will be capable of. PCIe, much like socket 939 as opposed to 754 for the A64, is the platform of the future. Originally, PCIe cards were limited in variety and supply, but this is letting up. In fact, with products like the 6600, 6200, and X700 series, and soon-to be released NV41 and R430, it's clear the graphics companies are focusing more on PCIe than AGP. And if you compare the product lines, the best values are coming to PCIe. Compare the $180-200 6600GT to the $180-200 9800 Pro. The 6600GT is MUCH faster than the best $200 card on AGP. At the entry level, the 6200 outclasses the likes of the 5200 and 9200, and often even 5600 or 9600 class cards. While the current high-end was started as AGP, it was due to the earlier release of these cards, and will probably not be the case with the next generation hardware. AGP will be the leftovers, and if you want to upgrade, your not going to have the kind of selections and value available on PCIe, much like PCI is today.
I guess my basic suggestion is this - if you have some good hardware you want to hold on to, i.e. big IDE hard drives or a 6800 AGP video card, then your world won't end if you don't get these new techs. However, if you are building a new computer, there is not really much of a reason to avoid the new techs, with pricing the same, performance the same or better, and upgrade potential much better.