Don't ask us if you need a new video card...
if you see yourself playing a game which you really like to play... and you notice the frame rates suck... the game stutters... you cannot play the game on high graphics... then get a new card.
as far as AGP is concerned... your next step up would be a Shader Model 3.0 card... which your 800 does not have... getting a 3.0 card will kick performance a a bit... so you will need to seek higher gpu/mem speed.
If I were you... which i am, so do this, I would, and will, because you are I and I am you, keep the x800xt which you, I, and we have, and be happy with it until a gave presents itself which is truly above and beyond the abilities of the card. At this time the course of action would and will be to upgrade to a new motherboard which supports PCI-E.
my x800xt (xl or pe, whichever you wish to call it) kicks CSS, BF2 and plays Oblivion at 1600x1200 without too much trouble... i cannot tell the difference between "real" SM3 HDR and my SM2 'bloomish "HDR"'
Your call mate, oh wait, it was mine. Sit on your wallet for a while, we will be happy if and when, nay, after, you do.