i just got a 9800pro (traded my 9600xt plus $80 to a friend) and my new score is around 15500 in 01 and 5600 in 03.
it runs doom 3 like a dream for me at least :) but i only get 2fps increase in ut2004 timedemo.
250watts psu seems a little low for a 9800pro but. Buy a new psu at your local computer store or best buy so that you can just return it if it didnt fix the problem.
good luck
yes... the 9800pro 128mb is faster than 9600xt 256mb. cause the 9600 series has 4 pixel pipelines and 128bit memory interface compare to 9800pro that has 8 pipeline and 256bit mem interface.