The A tells you that it's sort of the Mk. II version of whatever model it is. Celeron 1000 MHz is based on the Coppermine core and 0.18-micron process, Celeron 1000A MHz is based on Tualatin and 0.13-micron process.
With the Pentium4's, it appears that the "A" means "there are two types of these, both with 400MHz fsb, but this one has 512kb of L2 cache." (example: P4 1.8 and P4 1.8A, the A-core has 512kb L2)
A P4 "B" tells you "there are two types of these, and this one has 533MHz fsb instead of 400." (example: P4 2.4 and P4 2.4B)
A P4 "C" tells you "there are two types of these, and this one has 800MHz fsb."
So basically, get the one with the letter, if one has a letter and the other doesn't. If they both have letters, then A is good, B is better, C is best (with Pentium4's anyway, and assuming your platform supports what you're buying).
Where's Wingnutz to grade my essay? 😛 😉