I don't really know what you mean by pci being "easier to work with" than agp, you plug the card in, install the drivers, and go.
There are several differences between agp and pci. Agp is a 64bit bus, while pci is 32bit. Agp runs at 66mhz, pci at 33mhz. Agp bus rates can be multiplied by your motherbard, 2x will run at 533 MB/sec, 4x at 1066MB/sec. The biggest difference between the two (and the reason agp kicks the snot out of pci) is agp uses your system memory to help with drawing 3D textures....with pci you are stuck with whatever memory the video card has on it. Think of pci as a one lane road, agp as a 4 lane highway, and pci-express as a 12 lane superhighway.
Other things to consider are core-clock frequency, memory frequency, and pixel-shader capabilities. Also, just because one card may be 64 meg, and another 128, doesn't mean the 128 is automatically better. Case in point, the 64meg TI4200 is well known to perform better than the 128meg TI4200 at lower resolutions due to the 64meg version using DDR. The 2 important questions that need to be asked are, what is your budget, and what games do you primarily play or look to play in the near future? I recommend going to www.newegg.com and checking the cards in your price-range. Read the reviews written by people that have actually bought those particular models, you will get a good idea of what a certain card is capable of and how reliable it generally is. Since you have 2 cards already, do a side by side comparison of them by benchmarking them with 3dmark03 ( www.futuremark.com )
I am sorry to tell ya that the 4000mx probably won't run new release games very well, if at all. Even though it was packaged as a Geforce4, the mx series are actually Geforce2 chipsets...I know because I made the mistake of buying a 440mx back in like 2001. I traded it off and got an "older" TI4200 that kicked the crap out of it. As a matter of fact, I just checked the min. requirements for F.E.A.R and the TI4200 is supported, amazing, lol. Now I roll with a 7800gtx512, but not everyone is as picky about graphix as I am