I have the Pentium D 920. The comments of makotech222, although crass, are right on. It will bottleneck you if you are gaming at high res. In comparison, just about anything in the Athlon X2 series should easily best it.
The Pentium D 9 series was released around February of 2006. I bought the second week they were on sale. They supposedly overclock well, but they give off plenty of heat and use lots of energy. As I said before, if you are looking for a bargain basement deal, look at an Athlon X2, which will offer slightly better to vastly superior performance, create less cooling problems, and use significantly less energy.
If you are buying from a big box (e.g. Dell, HP, Gateway, etc) avoid the Pentium 2xxx series or even the Core 2 Duo 4xxx series, as they usually will be locked from overclocking. This, combined with the Athlon X2s cheaper price make it the better choice.
Of course, the Core 2 Duo 6xxx series is the king right now, but I take if you are looking at very low cost systems.
Just avoid Celerons and Semperons like the plague!