PCI slots are to upgrade your comp. or add new devices. Soundcards, low end video cards, capture cards, networking cards, etc...
Random Access Memory. I'm not sure what NATA is, but SD RAM is just a type of RAM.
AGP is not required for video as you can use PCI, but you MUST have some form of video. Many computers today have onboard video(which is AGP) I guess you could run a computer without a video card, but I'm not sure what you would do with it ;P