Should I keep memory & agp frequencies the same when overclocking?

Yes, best not to mismatch those to maintain stability.

You can also overclock by adjusting the multiplyer and that keeps things uniform.

However, if your still running AGP bro, its time to upgrade to PCI express if your looking to boost performance substaintialy. No matter how you look at it AGP is now an ancient technology with ancient cards. You could get a good board/CPU combo with PCI express and a much better GPU used for cheap. Even setups 2-3 years old that you can get for a bargain will outperform what you got going. Overclocking gains reduce stability and are only marginal.

However, you are correct in your assumption. Granted you can do it, its just not the wisest way to overclock. If you get the BSOD and a lot of crashes and system restarts you'll find out pretty quickly your assumption is correct.

It still puzzles me why your overclocking such an old rig unless your really under some tight budgetary constraints or simply playing around for gaining knowledge. Again gains will be marginal regardless of how you overclock. Try the multiplyer, just by 1 and you will get 10 fold the gain you are by overclocking FSB if it can handle it cooling wise, you might however want to bring your FSB back to stock settings before adjusting the multiplyer.

Lets say you FSB is 100, then you overclock to 105FSB then its multiplier is 15 you get = 1575MHz over 1500MHz, a very marginal gain. If you adjust the multiplier and it can handle it and the FSB is 100 and you up the multiplier to 16 you get a jump from 1500MHz to 1600MHz and still maintain more system stability because your FSB affects all components and multiplier only affects CPU. So more stability as well, plus when overclocking FSB, lets say your AGP bus/card or memory can only handle a few MHz jump, you are then limited by the lowest common denomintaor for overclocking in the system, while if you adjust the multplier your CPU alone may be capable of handling way more OC then the rest of your components so you get the stability of a default 100MHz FSB, but then you can OC your CPU lets say by a multiplier of 18 perhaps of course work up to it then you get a 300MHz jump from 1500MHz to 1800MHz, instead of a marginal 75MHz jump.

nicely celerons are not gaming processors and a vanilla 6600 wont take care of doom 3 too nicely.. yet my maximum suitable wager is you opt for for extra ram, 256mb isnt sufficient for gaming you opt for for atleast 512mb to 1gb of ram to play extra present day video games very honestly.