Finally (well, since I now have a monitor with a VGA input too) I could try a PCI Voodoo3 in combination with a AGP Radeon 9600Pro.
Unfortunately, the system became rather unstable - reproducable freezes and so even when not using the output of the Voodoo.
I was able to start Shogo on the Voodoo though and even play a little bit. Only tried twice with Wipeout but that one froze rather fast (during the introscreens).