the 9500's are in the ballpark of gf4's in raw performance when everything is stock if i remember correctly(this is off teh top of my head, yo ucan checkreviews later)
but when aa and as are turned on.... they dont take much of a hit, they also have pretty good dx9 hardware compared to the nvidia fx line.. so basically for the extra $35 or so you spend for a 9500 over a 4400 you get the ability to use aa, and as, one notch better image quality, and a card that has dx9 stuff for the games coming out this fall and winter (and you'll most likely add a couple thousand points to your 3dmark2003 score...if you care)...
the 9500 pros are actually a decent step up because they use 8x1 texture piplines in stead of just 4 with the nonpro...so you get a nice boost of performance for the money...
i think the 9500pro's are around teh same balpark as the 5600ultras... correct me if i'm wrong...