The Celeron is a P4 with less cache and a lower FSB. So, no matter what way you look at it, the celeron is an inferior processor.
The 5200 has native DX9 support but isn't impressive in terms of performance at all. A 9200 doesn't have native DX9 support (for some functions it does) but the performance is also nothinh to write home about. They are both "budget" cards. I'd suggest a 9100 or a GF4TI over both.