PCI-Express has much more bandwidth than AGP, though even a GeForce 6800 Ultra overclocked like mad isn't going to suck up all of AGP 8x bandwidth. As it has been said before, besides the fact that PCI-Express is the latest technology and provides for tons of headroom, the advantage to laptops is that it provides for upgradeable graphics in a more standardized form via MXM or AXIOM. More information on MXM is on NVidia's website and AXIOM is on ATI's web page.
Personally, intense gaming means playing doom3 at 1024x768 with 4x AA in High Quality at 51 fps avg (see my signature). I want to play all of the latest games with everything turned up so I can see the eye candy and use that high-res monitor for what its meant for. It's either that in a laptop or I'm gonna break out and get a freakishly fast PCI-Express desktop (if PCI-Express GeForce 6800 ultra are out).