Well Nvidia offers chipsets for AMD CPUs only for now.THe first chipset was Nvidia Nforce,it had a Geforce 2 GPU integrated.THe onboard grafix utilises system memory which is very slow than video ram[ram on grafix cards.].THerefore Integrated Geforce 2 will never perform as good as a card would.Actually it is use is intended to be conservative.
Later Nvidia launched Nvidia Nforce 2 chipset,a real masterpiece.THis one had Geforce 4 MX integrated.Same holds true here as stated above regarding performance.
I would like to mention here that the performance of these integrated solutions is way better than offered by Intel & VIA.
Also the boards based on these chipsets have an additional AGP slot,if you plan to use a proper grafix card.
Nvidia Nforce = AGP 4X slot
Nvidia Nforce 2 = AGP 8X slot.
You say,you want to know something about the new Pentium CPUs,can you please specify what exactly are you looking for?
Also looking at you current setup,it depends on the motherboard you are having right now.If the board is good then,YES you can overclock your current CPU a little by the way of DIP switch.Intel 810 chipset boards had DIP switches for changing the FSB unlike current boards which are jumperless.
Intel CPUs are multiplier locked,so only way you can overclock is through increasing the FSB.