AGP is much faster than regular PCI but PCI-Express is the new standard of today's video cards and if you're thinking of upgrading it's probably best not to waste money on an AGP card since they are being phased out.
However, to upgrade to PCI-Express would require a motherboard with PCI-express capabilities which your current motherboard probably does not have. If you have no desire to upgrade the rest of your computer and just want some better graphics for the games you play now on your current computer you could buy an AGP card. But if you plan on upgrading the rest of your computer you should get a PCI-express capable motherboard and PCI-express compatible video card.
Yeah, there are only few cards that are still made for AGP, if you still want one you could look for an older one, but PCI-e is the way to go now. Just remember that if you upgrade you need a PCI-e slot on your motherboard to use it. The price is generally the same I think.