Intel is probably the most well known CPU manufacturer in the world. They've been making CPU's all the way from the earliest 8086 and are still designing and manufacturing CPU's to this day.
Even though in modern days, Intel CPU's only fit in Intel sockets and the other way around, in the old days there was a wide variety of manufacturers for any given CPU socket.
Socket 4 was released around 1993 and housed the very first real Pentium processor. Very few different CPU's have been made to fit this socket, which is limited to the Pentium 60MHz, the Pentium 66MHz and the obscure Pentium Overdrive which ran at either 120MHz or 133MHz. Because of the limited variety of CPU's manufactured for this socket and the limited speed options these motherboards provided, Socket 4 is a far less flexible platform when compared to Socket 3 or Socket 7. Socket 4 supported the then new 60MHz FSB and 66MHz FSB (even though some Socket 4 motherboards were made that had slower FSB's like 50MHz and 40MHz). Usually Socket 4 motherboards were fitted with ISA and PCI slots, though some VLB slotted Socket 4 motherboards were made. Socket 4 motherboards used either EDO or FPM memory modules and the memory modules had to be fitted in pairs where in it's predecessor, single modules were used. This was because Socket 4 was the first x86 motherboard that had a 64-bit memory bus (486 and earlier used a 32-bit, or a 16-bit memory bus).
All Socket 4 motherboards were made as AT motherboards or as proprietary boards. No ATX Socket 4 motherboards were ever made. No AGP slotted Socket 4 motherboard was ever made.
Classic Pentium CPUs have a wide variety of speeds, from 75 to 200 MHz. They are supported by literally any Socket 7 chip set and proved to be fine performers. Pentium Classic is a good choice for Socket 7 Build, especially for beginners. They are easy to find and cost next to nothing.
Pentium MMX CPUs arrived in 166, 200, 233MHz versions (66MHz x2.5, x3.0, x3.5).
Comparing to Pentium Classic, they have different core (P55C) with lesser 0.28 µm process. L1 cache was doubled (32KB vs 16KB). A new set of instructions called MultiMedia eXtensions was introduced, although the software to use them started to appear only by the time Pentium MMX processors were severely outdated.
Pentium MMX processors are supported by later Socket 7 motherboards with split rail voltage. Not every motherboard will accept such a CPU.
Overall Pentium MMX 233 can be considered the best choice of authentic CPU for a socket 7 system. When overclocked to 262MHz or further, it provides exceptional performance no other Socket 7 CPU can match. Pentium MMX CPUs are harder to find than classic Pentiums, but they are still quite cheap.
Socket 370 was released on the 4th of January 1999 and was originally made as a budget CPU socket compared to Intel's higher-end Slot 1 solution. Later it became Intel's main CPU Socket until the release of the Pentium 4, after which it moved to the budget end of the market again before being phased out altogether. A wide variety of CPU's exist for this socket, ranging from the 333MHz Celeron (with Mendocino core) all the way to the Pentium 3 1400MHz (with the 512 KB L2 cache version also being known as Tualatin-S). The Tualatin-S was also very popular for servers because of their low power consumption. VIA also made a variety of CPU's for this socket, though compatibility is somewhat sketchy. As this CPU socket went through a couple revisions, not all Socket 370 CPU's will work in any given Socket 370 motherboard, even though they will mechanically fit. Generally speaking there are 3 different types of motherboards using this socket:The early Celeron Mendocino-only motherboards (usually limited to a 66MHz FSB), the Coppermine capable motherboards (having a maximum FSB of either 100MHz or 133MHz) and the Tualatin capable motherboards. Sometimes Tualatin capable motherboards have their CPU socket colored blue instead of the usual white.
To prevent usage of newer CPU's in older motherboards, Intel switched a couple pins around to prevent operation of Coppermine CPU's in the earliest Celeron-only boards and Intel repeated that trick when it started manufacturing Tualatin CPU's. This prevented the use of later chips in older motherboards, even if the right (lower) voltage could be supplied by the motherboard.
Usually Socket 370 boards have AGP slots. The older ones have an AGP 2x (3.3V) and the newer ones have a universal 1.5V AGP 4x slot. Motherboards using ALi's M1631 (Aladdin TNT2) or Intel's i810/810E chipsets do not support an AGP slot. All Socket 370 motherboards have PCI slots and the older types of Socket 370 motherboards have ISA slots. ISA slots are more common on motherboards using non-Intel chipsets. Almost all Socket 370 motherboards are ATX (though a few AT Socket 370 motherboards are known to exist). Only very few Tualatin motherboards featured one or 2 ISA slots. Usually motherboards with the Intel i815 chipset have no ISA slots, except when the motherboard is equipped with a bridge chip. The bridge chip may cause some problems when using ISA sound cards.
The Intel i810/815 chipsets also only support up to 512 MB of memory. Its main competitors didn't have that limitation.
Today: Popular choices these days are either a 1000MHz Coppermine or, if the motherboard supports it, a 1400MHz Tualatin-s. Both these processors are about the fastest of their kind and widely available. The 1400MHz Tualatin-s is about as fast as a 1400MHz AMD Thunderbird while consuming about half the power, which helps in keeping case temperatures down. A number of BX Socket 370 motherboards were also made, just get the fastest processor available for your board.