Expansion Slots

This is a graphics card expansion port designed by Intel that resides on the motherboard of a computer. PCI graphics ports typically run at 33 MHz and have a maximum transfer rate of 132 MB/sec. AGP ports, on the other hand, run at 66 MHz and can transfer data up to 528 MB/sec. This allows games and applications to store and retrieve larger, more realistic 3D shapes and textures without slowing down the animation on the screen. Additionally, AGP cards can store graphics in system memory rather than video memory, which also helps improve performance. Because of these advantages, AGP cards will typically have better performance per MB of VRAM than PCI graphics cards.  Often, but not always, brown in colour.

Peripheral Component Interconnect (PCI)

PCI is an older bus design.  Most motherboards still have PCI ports as many expansion cards still use the PCI standard.  PCI uses a bus topology to connect devices which is obviously a slower solution under load than PCIe’s point-to-point architecture.

PCI-Express (PCIe) 

Not to be confused with PCI.  PCI Express is a new bus design for communication between CPU, memory and peripherals. Typically provides bandwidth and speed improvements for demanding peripherals such as graphics accelerators.  It uses serial connections and a switch to provided dedicated point-to-point link between components on a motherboard. It was design to replace older PCI and AGP ports.

See http://www.wisegeek.com/what-is-pci-express.htm

PCI-X

Extension of the standard PCI expansion slots to increase bandwidth – NOT the same as PCI Express which is a serial technology. It is basically just a slight improvement on the older PCI technology.