Compiling my own kernel
I've done it many times. I used to put LVM into my kernel before it was there by default. It's just annoying and time consuming. I have better things to do with my time.
Now, since agpgart is a loadable module, I may consider pulling the agpgart code from some other kernel, compiling it against the current kernel sources, and replacing the standard agpgart module with my own. That's a little less painful than compiling a whole kernel by hand. I've been doing that with cipe, since RedHat has been reluctant to ship cipe 1.5.4 instead of 1.4.5.
And, as I said, I looked at the kernel sources from RedHat's beta Phoebe release, and they appear to have support for the KT400, so I'll wait for RedHat 8.1 (or maybe it will be 9.0).