First my system is a Gateway with a AMD phenom x4, 64x, with 4gig of ram, with a ATI Radeon 3200 video which I believe is built on the mother board. I believe I have a empty PCLe 16 slot, and would like to up grade to a better video card, thinking of a GeForce 9500 GT, 9800 GT, or Geforce 430 GT which I have seen on sell. I can not afford to high a price, what would you suggest? Do I have to use a ATI Radeon card with this computer?
I would say 9800GT > 430GT > 9500GT. The latter is pretty low-end. I've used the 430 in a few builds and I wouldn't call it stellar - I think it's a case of getting what you pay for and maybe a hair on the high side in price. The 9800GT is considerably more than either of the others; if you are considering it, look for a GTS250 on sale instead.
If you're going to be playing Blu-Ray then you are supposed to have HDMI (or, technically, an HDCP-compliant interface) on your card as well as your monitor.