|"And right now I'm thinking of video cards similar to RAM, more you add them, faster they work."|
Only with NVIDIA SLI and ATI CrossFire ready motherboards. And you'd want a fast CPU, because it takes additional processor power to synchronize the GPUs.
"But will they really work faster, would they make any benefit, if I will install different kinds of video cards at same time (PCI, PCI-E, AGP)."
You can install a PCI card alongside a PCI-E or AGP card, but you'd only gain monitor outputs, not performance. To improve performance with SLI/CrossFire, you need two identical PCI-E cards.
"your talking about sli and crossfire. The advantage isn't that big"
Maybe a few years ago, but video drivers have improved. Now, SLI/Crossfire can nearly double performance with a fast enough processor.
GTX 460 SLI Scaling
HTPC | Pentium M @ 2.82GHz, 2MB L2) | 4GB | 1.0TB | Radeon HD5750
Blu-Ray | Win7 Pro | HDMI out to Onkyo TX-SR707