Candle_86, the 955, 965, and 975 all support CrossFire, and ATI released 775 chipsets too. They are not all 16+4 either, and many boards will support 2x8 or 16+8. CrossFire with R600+(Radeon 2900) was very very flexible (the X1950Pro also uses the internal bridges, and some lesser X-series cards run bridgeless CF), moreso than SLI (e.g. mis-matched cards, 2-4 cards, etc), and is supported on a number of platforms (P4 is one of them). That started to roll out around 2005-6 with the X1950 and HD 2900 cards. First gen CrossFire (that uses Master cards) is, IME, also much nicer to live with than NV40/G70 solutions. Also, SLI is largely unimportant for CAD/CAM, and Quadro SLI is only available to certified partners (eg Dell). AFAIK nobody has yet cracked the Quadro SLI ROM either. On the first-gen with the Master card and pass-thru, it has always supported switching CF on and off without a reboot (older nVidia drivers will not allow this), and SuperAA + TAA are very attractive too. The resolution limit on the X850s is probably the only downside to those specific cards, but that was eliminated with the X1800s.
Furthermore, SLI nor CF is really requisite for gaming, IMHO, when "looking backwards." What I mean is, instead of having a pair of X850s or 7800GTXs or whatever, you could just pick a newer and faster single-card solution like an 8800GTX or HD 4850 or some-such and only require a single PCIe x16 slot from the system. All of the DX10 cards, and many DX11 cards, have drivers for Windows XP at least, and could make for an interesting build around a P4 with PCIe (basically decent single core performance + excellent graphics quality/performance; you could of course use any other fast CPU, like Athlon64 FX, if you like).
EDIT to add some more information (and improved clarity above):
The 955X (Apr 2005) supports 16+4, the 975 (Nov 2005) supports 16+8, the P965 (June 2006) supports 16+4. For ATi, there's the Xpress 3200 for Intel (Sep 2006) which supports 2x8 as well (and IME the ATi chispets, while not the fastest performers, actually tended to be fairly stable platforms).
All of these should support CrossFire with Pentium 4 or Pentium D, assuming the motherboard implements/enables/etc everything correctly. SLI is supported on the Intel nForce chipsets, which IME were a mixed bag. AFAIK there's no issues going backwards/forwards with CrossFire using Master cards and CrossFire X (which uses the internal bridges) - I've successfully run CrossFire with a Master card on an X48, and have seen systems that use internal bridging running on Xpress 200 CrossFire (the original CF chipset for X850).