I think the Celeron D is a two-CPU package though (simmilar to the Pentium D). Either way, cooling will likely be an issue...
celeron D is single core.
the p4 will be better even with lower clock. but u wont feel the difference in day to day work
cooling wise, none will give much headache as the clocks arent that high on p4 and celeron is celeron (low end)