First off, AGP and PCI-E are interfaces or slots that video cards fit into. They are different sizes, specs, and are NOT compatible with each other.
Second, your upgrade depends on two things:
1) What your motherboard currently supports now (PCI-E or AGP). If it is AGP, then get AGP. If it is PCI-E, then get PCI-E.
2) Or, if you want to go PCI-E(newer technology) and your motherboard does not have a PCI-E slot, then you have to buy a new motherboard. Then you have to worry about your current CPU, etc working with the new motherboard.
PCI-E does support a faster transfer rate between the vid card and the rest of the system. However, that's not to say that the vid card will even fill up either interface's bandwidth.