Wow, I'd forgotten how ridiculously slanted that video was...
The KT133 was getting fairly old by the time they did that test. The original socket A AMD Athlons required the motherboard/chipset to implement thermal protection using a sensor underneath the CPU package. The KT133, being a piece of crap, got it pretty wrong, and many motherboards omitted the feature entirely. Most KT266 based designs seemed to have usable protection, though. The next-gen AthlonXP had on-die sensing and shutdown, comparable to the P3.
The throttle-down behavior of the P4 was weird. It was actually done because the things were so high power (for the time) that it was expected that many common designs might experience mild overheating, so the CPU was designed to automatically downclock if that happened. This was especially true in laptops. I have an old Compaq that seems to rely on this behavior. It has a 2.4GHz process...for about 5 seconds until it gets too hot, then it downclocks substantially and is an absolute dog. Props to Intel for making it work so well that it can handle catastrophic failure of the thermal solution, though.
What really gets me is the excessive blob of thermal paste used on the Athlon. It seems like it was deliberately applied in order to make it look like the package was "melting" when it clearly was not.
I'm not really an AMD or Intel fan, though I will say I disliked the Pentium 4 due to its excessive heat output. I tend to just use what works for my application. My current laptop is a Core2Duo (T9900), my personal server is a little bookshelf Atom box (D510), my home office server uses an i5 2500k, and the server I recently built to go in the co-lo is an AMD Opteron 4280. All have been very reliable thus far.
My previous system (doubled as a desktop and server) was an Athlon XP 2400+. It saw continuous duty for about 8 years before it was retired due to instability that I think was related to bad caps on the motherboard (despite replaced many, but not all of them, during the system's lifespan). It never overheated. My system before that was a 1GHz P3 that's actually still in operation at my parent's place, though it's scheduled to be retired, soon.
The worst machine I've ever owned in terms of thermal performance was that P4 laptop I mentioned. It was next to useless for anything other than peaky, casual desktop usage. If you actually tried to do any work on it, it just overheated and slowed down to the point of being barely usable.