idk
ti4200
A3d Vortex 2
p4 northwood

What motherboard is in your Shuttle? Do you have the later 92mm fan cooler or the earlier 80mm one?

Without more info I'd say go for a 2.4-2.8GHz Northwood. They're more than enough for Win98 gaming while still consuming moderate amounts of power/outputting moderate amounts of heat for a P4. The later Prescott won't give you much of an advantage for Win98 gaming but draws more power and gets hotter meaning your system will get louder.
With GPU and sound card I'm also on board with what Warlord suggested:
The Ti 4200 is more than fast enough, very compatible, easily fits the Shuttle case (Ti 4600 will fit too but slightly impacts airflow) and uses moderate amounts of energy keeping your small system cooler and quieter.
And the Vortex 2 is a pretty nice Win98 gaming card. If you don't care for A3D2 or can't find a reasonable priced card go for the Sound Blaster Live! series. They're the next best thing and cheap.

My own Shuttle XPC runs a 2.8GHz Northwood, Ti 4600 and Vortex 2. I have put it into storage though as I haven't been using it much and I'm planning on modding the case cover to allow for fresh air intake towards the GPU.