With the newer AMD64's AMD kicks mayor butt in almost all apps, not only games, specially with their two X2's. I currently have 2 amd64's and 2 P4's but the P4's are kinda old and I have no plans in buying an Intel furthermore.
Pentium's are hot, expensive, low performing, etc. No reason to buy one of them.
I would recommend a AMD64, preferrable San Diego, Venice or an X2 if you're interested in a new CPU.