MX 4000 is decidedly worse than the FX 5200; still makes a nice auxiliary card to add more monitors (at least, it did before Aero and everything being 3D/graphics-intense/etc; even back in ~2005 it wasn't bad though). FX 5200 is something competitive to the Radeon 9000/9100/9200 cards, but claims DX9 support (it will "run" some DX9 games like Halo, Doom 3, or UT2004 with varied results), while the 9800 is up there with the FX 5900/5950 series until SM2.0 comes into play (at which point the 9800's are considerably faster/better).
Give these a gander regarding GF FX vs R300 performance:
http://www.ign.com/articles/2003/10/27/nvidia … 50-ultra-review (5950 is the blue/purple color)
http://www.guru3d.com/articles_pages/geforce_ … _review,13.html (this one has better labeling)
http://www.guru3d.com/articles_pages/ati_rade … _review,11.html
In general it isn't fair to say the R300 series are "decidedly better" or "smash" the NV30 cards - when later DX9 support comes off the table they're pretty competitive, but when later DX9 is considered the R300 has an advantage. For reference here's a (perhaps incomplete) list of games and their PS requirements: http://wikibin.org/articles/list-of-computer- … el-shaders.html
The GF6 series are "better still" once you get into the 6600/6800 arena. But it really depends on what you need the card to actually do for you - if you're just going to be playing DX7/8 games the FX 5200 will be perfectly fine as long as you aren't hoping for everything maxed-out at 2048x1536 in Morrowind or something (it'll run games like UT03/04, WarCraft 3, Empire Earth, ORB, etc with no problems at reasonable resolutions - the 9800 is faster but that won't matter in such a comparison; if you're meaning to run FarCry, Half-Life 2, etc then the 9800 is a better choice). If you aren't gaming at all (or aren't going to be doing 3D gaming), neither is likely to matter worth a hill of beans - get whatever you can for the cheapest price that will support whatever OS you need to support.
If you're going out a-shopping, why not take a look for the AIW X800? Single-slot, high performance DX9, and full VIVO support (if it has the break-out cables).
I'd avoid any of the late-to-market "value" refreshes, nVidia was worse about this during the FX era, but both manufacturers are guilty of it:
GeForce FX 5500, 5700VE, 5700LE
Radeon 9250, 9550, 9600Pro EZ