If one would put equivalent AMD and Pentium machines together and played Doom 3, I highly doubt if one will see any naked-eye difference. AMD designed their chips mainly with gamers in mind...Pentium went for the number crunching side of the house. As KeriTechPC mentioned, AMD plays the games slightly better, but its only really obvious when benchmarked. Another "advantage" is that they are less expensive; BUT....they run hotter than Pentiums for the most part (solved by getting a good 3rd party cooler). I've seen this go in cycles...first the Pentiums are the best thing since sliced bread, then two months later the same people are touting AMD's latest Uber-Chip and pooh-poohing the Pentiums. Then two months later, Intel announces the super-warp technology and these same people now go back to the Pentium camp and on and on and on....
IMHO bottom line: If you want to save some bucks and lean more toward gaming, go and get your Athlon. But if you want a workhorse...go for Pentium.