Nvidia 4600 series off the top of my head. Actually I think most newer cards support 4x, 2x slots are the problematic ones. Been awhile since I had to worry about it.
If I remember correctly, the 4x boards will run the 8x cards fine, They will just runs at 4x. Shouldn't make a big noticeable difference between running it at 4x and 8x. Personally though, with the rock bottom prices that some of the PCI cards are now (7600GT for $79 shipped AR), it's almost not worth fooling with trying to upgrade an old gaming system.
the fastest i have personally tried on a 4x AGP slot is a 7600GS. It runs fine. On the P4S533 though it has an SiS 650 northbridge, which for some reason requires you to disable "fast writes" when using some AGP cards or else it screws up.
i actually came from a P4S533. It had a P4 1.6ghz, and 256MB RAM. I tried upgrading it to 2.53ghz P4, 1GB RAM, 7600GS. Still didn't satisfy me. Ended up selling the system and just building a brand new system. In the end its better to just start over if you've got something that old.
I had a ASUS ATHON XP board with 4x agp. It worked with a 9800pro but I could only run low in BF2 when I usually run medium with a EPOX board 8x agp, and I still lagged all over the place.
FRom what I have ran into 4x agp will suck badly at todays games.