Actually AGP is going by the wayside, though, depending on the age of the computer, you may still have one. PCI Express is the faster bus. AGP is usually black, larger than the regular PCI slots and is located farthest to the left/top when looking at the back of the computer. If your box has the AGP card us it as it's doubtfull it also has PCI x16.
Here's a picture identifying the parts of a typical new MB:
http://www.newegg.com/Product/ShowImage.aspx?CurImage=13-135-047-04.jpg&Image=13-135-047-02.jpg%2c13-135-047-03.jpg%2c13-135-047-04.jpg%2c13-135-047-05.jpg%2c13-135-047-06.jpg%2c13-135-047-07.jpg&S7ImageFlag=0&Depa=1&Description=ECS+NF650iSLIT-A+(V1.0)+ATX+Intel+Motherboard