The XE Pentiums have never been a very big success, they were really just high end Pentium 4s with bigger cache size which in the end doesn't really contribute much to performance and becomes a marketing gimmick. They are good processors, but for the price they certainly aren't worth what they offer.
I am one to prefer AMD over Intel currently (as my view always changes based on which one really is better), but there is a bit of slander towards AMD in any dual core bench at the moment. I know they took the Xtreme Edition 840 there which is a bit more fair, but the regular Pentium Ds are made as midrange processors which lower clockspeeds, around 2.8GHz or so, which makes them more affordable.
AMD, however, has simply extended their Athlon 64 line higher with the new X2s, being as they're rated at 4200+, 4400+ and 4800+. They are high end processors, and the Pentium D is a midrange solution, so don't ever compare those and consider the AMD better as the Intel stands no chance.
The XE 840 is meant as the high range competetitor though as it's right up there with the X2 prices, still not sure if it's entirely fair though since I have no idea whether the 4800+ is refering to a 4.8GHz single core or what. =/