If you have to make a choice...well, shoot. I guess the 9200 is better, but not by much.
I have one as my secondary video card, and the 5200 in my wife's computer. I'm probably going to dump the 5200 for a Radeon 9600 or better, though.
The performance of both cards is fairly similar, with the 9200 almost always coming out on top by a slim margin, and I have had a lot of compatibility problems with the 5200 for some reason, even though it's basically just a rebranded GF4 MX.