PCI-E is most recent.
No, I'm afraid when you buy a PCI-E motherboard, you don't get AGP slots, though of course, you do get PCI slots for other components.
I've heard of a mobo also that does have PCI-E and AGP slots but I don't think its worth it to be honest. Companies are also bringing out cards to allow PCI-E cards to work on AGP motherboards and vice versa. I've only heard recently about the AGP to PCI-E bridge board though.