Which processors will work will depend on your motherboard. It looks like most any Celeron or P4 with up to a 533MHz FSB for Socket 478 will work just fine. The FSB speed is the speed at which the porcoessor can communicate with the external components such as RAM.
The Celeron line is a budget line, and the Pentium line is the permium line. The Pentium processors will give better perfrmance than the Celerons. Depending on what you need the computer for is really the biggest factor in which is right for you. ALso consider how much money you want to spend, and how important it is to have the best is to you.
The Centrino isn't a processor, it is standard developed by Intel for laptops. Basically it is a list of features and components that a laptop must have to use Centrino name. One of those is an Intel Pentium or Celeron M processor, a mobile processor. There is no need to go that route on a desktop computer as it costs much more money, and doesn't give as good performance.