OK, the previous answers all offer very useful information. You will actually find the information you seek on Intel?s web site, under the architectural descriptions of their various CPUs. If you are not into that sort of stuff, though, it will be heavy going.
If, like most people, you are interested in what you can do with the machines, then read some of the reviews in the trade press, such as PC World (the magazine) or performance web sites such as Bob recommended.
But let?s put the cat among the pigeons and try a simple guide to the chips you mention. I'll stick to Intel here but do consider AMD also. You actually need to start further back than the Pentium 4. Pentium III was the chip that provided the foundation for a lot of what has subsequently been offered. It had a derivative, the P III M, which introduced a lot of current notebook features, such as Speedstep and other power saving features.
Anyway, it was replaced by the Pentium 4, using an architecture known as Northbridge/Southbridge to access off chip components such as memory and I/O. This has served Intel well but has now reached end of life. Originally all Pentiums were single core, i.e. one CPU per chip. There was a low cost derivative called the Celeron, essentially a P4 with severely limited cache memory (I?ll leave you to work out why Intel might have done this ? think yield).
These P4 chips were used in desktops, low end servers and, in a mobile variant, in notebooks, such as the Toshiba A60-106, not to be confused with Centrino. Several generations were developed and with the Prescott generation, Hyper Threading technology (HT) was introduced. In over simplistic terms, this separated the numeric unit from the logic unit and allowed them to run in parallel, a sort of halfway house to dual core.
Most recently on the Pentium line, Intel introduced the Dual Core Pentium Ds. These offer two complete CPUs on a single silicon chip and behave just as two separate processors would. It is unfortunate that Intel used the word ?Core? to describe these machines ? it has lead to endless confusion with the new Core architecture. Dual Processor Pentium Ds would have been a much better name.
Midway through P4s life, Intel introduced the ?Centrino Package?, not a CPU per se, as one earlier comment explains, but a combination of the processor, the Intel chipset on the motherboard and the Intel Wireless controller ? if you don?t have all three, it isn?t a Centrino. Anyway, the CPU is of interest because although it adopted the P4M designation, it isn?t a P4 but a separate development that owes more to the P III M than to P4. It was, and is, very power efficient, laptop battery life was typically doubled over the original P4M.
Intel increased the speed of the desktop Pentium 4s progressively to 3.8 GHz but then the limitations of the Northbridge/Southbridge architecture and the power consumption became the limiting factors and Intel never shipped the 4 GHz P4 into the mainstream. They also dropped their reliance on GHz as a speed indication, as AMD had already done, not least because the CPU in the Centrino package delivered equivalent performance from half the GHz. This post is long enough already, without going into why!
Intel had been developing a follow on to Pentium, based on a combination of P III and the CPU in the Centrino package and some new architectural design to produce a wholly new architecture which they named ?Core?. This drops the Northbridge/Southbridge design (vestiges remain but the bulk of it is gone). The initial version was introduced earlier this year in Solo and Duo versions, with one and two CPUs respectively. These chips went some way to address the performance advantage afforded by AMD's single and dual processor Athlons and Opterons.
From mid year on, Intel have been shipping the second generation chips based on the Core architecture, imaginatively named ?Core 2?. These are also available in Solo and Duo versions and across the whole range, Laptops, Desktops, and Xeon Servers. These chips are extremely power efficient and are currently the performance leaders, at least in 9 out of 10 commonly accepted benchmark workloads.
So where does that leave us? Pentium 4 (#1), Pentium 4 D Dual Core (#6) and the CPU in the Centrino package (#2) are all end of life. Celerons all fall into this category, also. They won?t be developed further ? what you see is what you get. But that should mean that there are some outstanding bargains to be had in the ?fire sale? as manufacturers offload their obsolete stock.
Core Solo (#3) and Core Duo (#4) were first generation Core architecture machines ? dare I suggest testbeds? Probably not!
Core 2 Solo and Core 2 Duo (#5) are the current processors. For now, they are the performance leaders. They are power efficient and consequently cheap to run. They are available now from all the main suppliers, though not all the ?white box? vendors yet. But they do carry a price premium.
What?s right for you? It all depends. As Bob suggested, write down what you want to use the machine for. Then check the benchmarks against your applications (hint: Core 2 Duo will win!). Check the prices. Find your best combination match. Oh, and don?t forget AMD ? 4-core chips are due in 2007!