PCI and AGP8X you can notice a difference, and im not smoking anything.
Video card's do not use anywhere near the intefaces maximum bandwidth, in some therad around here I tested AGP 8X vs AGP 4x on an 6600GT with the same results.
I will do it again for you, if you want. Maybee even 2x.
To the origional poster, to go PCI-E you need to replace virtually everything, motherboard, CPU, video card ect. I am assuming you have an AGP slot since you have a 5200, so you can stick a nice AGP 6600GT in their and be happy