MMX has double the size of L1 cache and this makes all the difference in DOS. Generally the 166-MMX is about as fast as a classic 200.

I believe there are some 3D games that take advantage of the MMX functions. The P55C core is also further optimized from P54C in other ways. Generally, an MMX CPU is around equivalent to a 33MHz faster non-MMX CPU, that gap is wider for games like Quake II and Unreal that use MMX.

Which motherboard and CPU are you using now? Motherboards don't prohibit MMX support, but usually they lack the split voltage required for the Pentium MMX parts which run at 2.8V internally. You can usually run MMX cpus just fine though at the standard voltage for original pentium CPUs, yes, they will run off-spec, but you probably won't be using that system very often and for long hours and they are also dirt cheap so who cares anyway.
The only DOS game that I know that supports MMX is Z.A.R. In any case, MMX instructions won't really make a difference on your Pentium 1 for games, in the same way that SSE doesn't really help the early Pentium 3 CPUs. The MMX Pentiums have double the L1 cache, which can help, but sometimes it doesn't make much of a difference, I think Phil'sComputerLab had videos on this subject. You really aren't missing much.

On my to-do list is to some day test a K6-233 ANR or APR in a socket 7 (not super 7) motherboard. Those are theoretically split-voltage CPUs, but the Vcore is actually 3.2 and 3.3V respectively for the ANR and APR, so they wouldn't even run out of spec. 😀

MMX is an SIMD instruction set which software needs to support. AGP or not, doensn't matter, the graphics card driver needs to support MMX for there to be any benefit.

SIMD is great for 3D and multimedia because 3D uses homogenous vectors (x,y,z,w), matrices, and images data (RGBA - 4 components), so SIMD allows you to perform an operation (such as vector mul/add/sub etc, or RGBA operations) in 1/4 of the time a non MMX CPU would do it. But its completely dependant on the software which has to be written with this in mind. It had a really slow pick up rate with developers during the windows time, so there probably isn't many DOS games (if any?)

Garrett W I just got a Chaintech 5SBA motherboard that already has a Pentium (S?) 75MHz CPU in it I was hoping to max the CPU which is 200MHz for this board and then I got to thinking that if some of the games ive tried on a 486 DX2 66MHz build work fine then they will work well too without MMX, games like Day of the Tentacle, Fate of Atlantis, Gabriel Knight 1. I dont really want to try an MMX Pentium in a motherboard that does not support it because of what you guys were saying about IO and core voltages just in case it has an ill affect but ebay is my next adventure for a standard Pentium.