Yes, they're all that bad. Buy a Duron
Seriously, this does sound a bit low, but you can't possibly expect a Celeron to have a similar memory bandwidth to a PIII, which should be at least double. As for the Athlon, it also uses 133MHz memory, bus has a better FSB speed to it can be exploited more efficiently. Even the AMD K6-2 and K6-III have a 100MHz FSB and use 100MHz SDRAM, so they should be a third better at least.
In ideal conditions, the Celeron should have a max memory bandwidth of:
66MHz x 64bit = 4224Mb/s = 528MB/s = 0.5GB/s
The Athlon, in contrast:
200MHz x 64bit = 12800Mb/s = 1600MB/s = 1.6GB/s (approx)
Of course, in practice, these are <b><i>much</i></b> lower, but the multiplying factor (i.e. over three times) should be about the same.
Make sure you're using a good stats program like SisSoft Sandra, and the BIOS settings are correct, e.g. latency, gate a20, syncronous etc. Just reset the BIOS to 'optimal' if you're not sure.