There is no advantage in XP Pro over XP Home when it comes to gaming. They are exactly the same with a few small exceptions added for corporate users.
XP Pro has:
Remote Desktop Server (Access your PC remotely)
Ability to join domains (Good for corporate environments)
File System level encryption (good for protecting data)
IIS 5.1 (good for webdevelopment purposes - limited to 10 connections)
SMP support (have more then one cpu?)
More features related to a corporate environment/domains (roaming profiles, group policy...)
XP Pro is not faster, slower, or more/less stable. The features above are the key differences.
XP Pro vs. XP Home (From Microsoft)