Ok, a subject I know a little about. First, if your bought your computer from one of the major vendors (Dell, HP, Gateway) shame on you! You should always buy all the parts seperately and assemble the whole thing yourself! That way you know there are quality parts in there! Well, that's my opinion on that!
Anyways. What video card is right for you is a very hard question to answer. It depends on a number of factors.
#1 is how much do you want to spend. That's the biggie for most people. You can spend anywhere from $150-$400 bucks on a video card.
#2 What are the rest of the parts in your computer? It's pointless to buy an X1900XTX if you're running on a 2GHz Intel CPU or god fobid one of the "celeron duron" type processors. Do you have enough RAM? 1GB is minimum for a lot of games that are coming out now, and 2GB is MUCH better. You don't want a blazing fast Vid card, only to have a bottleneck elsewhere.
#3 kinda goes with #2, but what PSU is in your system. If you're going to go with anything current gen (X1 series from ATI and the 7XXX series from Nvidia) you're going to want at LEAST a 500W powersupply. And not just any dinky generic 500W PSU, but a solid reliable one. I've had a 550 that was CRAP before. W isn't everything, a solid name like Antec is a good buy.
#4 Finaly what resolution can your monitor handle? Most 19" LCDs are limited to 1280x1024. If this is the max resolution you're going to be playing at, then you can afford to step down a notch or two on the card. If you're going to be playing at or above 1600x1200 you might want to spend a little more.
Anyways, I went through all this misery 2 months ago, so I feel your pain. Picking any good parts for a computer is hard anymore! The parts change every week, and prices fluctuate daily. I'm glad it's over for me.
SSR
*edited to add* I'm going to have to agree with jimlintott. The last 2 machine's I've bought (about 3 years apart) I sprung for top of the line cards, and they aged VERY well. The cards before that were mid line, and aged very quickly.