It's not like they go out and cripple the other brand's performance, but each company definitely chooses to primarily optimize performance on their platform. This is especialy true for the nForce4, and nvidia has stated this plainly, although I'm not sure about Radeon XPress or nforce3, I haven't seen anything in the benchmarks leading me to believe there is a substantial difference in the latter 2 chipsets. Don't think of it as a negative. nVidia and ATI platforms will run any video card just as well as, say, a third party platform like VIA or SIS, but if you plug in a Geforce 6 series card into an nforce4, it will run a bit faster due to all the testing nvidia did with the card and mobo together to optimize for best performance. As far as I know, it's only nvidia's 6 series that's optimized for nforce4, so it's not some vast conspiracy. It's just like HL2 benchmarks; sure, ATI beats nvidia in many benchmarks, due to its working with Valve, but that doesn't mean that Valve crippled performance on nvidia hardware, in fact, geforce 6 hardware can chug through HL2 like butter in many cases.
Anyways, you'll be fine whatever you choose in terms of platform/GPU pairing. As for that 9800 Pro, though, you may want to rethink that purchase, in light of the new AGP 6600GT. This thing makes mincemeat out of the 9800 Pro and even the XT! Here's the review...
http://www.anandtech.com/video/showdoc.aspx?i=2277
As soon as prices go down to $200 levels, which should be pretty damn soon, there will be practically no reason to go with the 9800 Pro. Also, are you upgrading or starting from scratch? Cause if you're not already committed to a platform, I'd look into the new nforce4. It's got great performance, a great feature set, and several mobo makers have announced products, with retail availability expected before month's end. 6600GT PCIe cards are also easy to find, many for under $180.
