I think the v5 do support bump-mapping (emboss effects and such?) if so.. what good games do use this feature and work well with a p3 866mhz and a v5 5500?

Well, Emboss BumpMapping I really never saw fully applied in Games I played.

Only recently, the more advanced (Dot3, Environment Mapped and Cubic Mapped) Variants of BumpMapping see some action.

Looks like at that time, Developers were going more for adding "normal" 2nd, 3rd and 4th Texture Layers containing advanced Lighting, Reflection or other Effects-Textures, instead of using classic Emboss BumpMapping.

Some of the HighRes S3TC Textures of Unreal Tournament do have a BumpMapping-style look to them, although I'm not 100% sure if it's not just a more detailled Deco Layer = normal Texture (actually seems that way).