Welcome to the forums Ocelot!
AMD processors are regarded as the better processor for gaming these days. And AMDs are definitely cheaper than Intel processors. I think if you figure out the MHz of the two chips, according to an article I read, the AMD with the same speed as the P4 chip was half the price.
I think that intel chips are probably better all-around and have better structure, but a lot of gamers prefer AMD.
And I think you should avoid the Celeron overall.