Most don't... so choose wisely. I took a fair $$$ hit a while back because for a small period no one was offering AGP/PCI-Ex combo boards.
There are a few boards that offer both. But I suspect they're plumber's nightmares at the circuit level. The AGP offers short term lower costs (as Ledgem says).... but at some point you're looking at changing the mobo when you upgrade your video card because you'll have to switch. Just pick a good moment.
I'm always upgrading my system incrementally... recently started eliminating IDE for SATA (the drives are almost identical in price now).