The best place to start is to look at the TDP (Total dissipated power) rating for each CPU. This tells you how much power that each CPU will use when under full load.
Pulling from here and here:
- Celeron D 336: 84W
- Pentium D 805: 95W
So it would be reasonable to assume that on average, the 805 will use slightly more power; A marginal amount at low loads, up to 11% more at a full load.
The advantage with these two processors is that they are both around the same generation, so their motherboards and memory should draw about the same amount of power. If you're comparing different generations or classifications of components (DDR2 vs DDR3 memory, High-end gaming motherboard vs mini-ITX low-power motherboard, etc.) then I usually turn to eXtreme's Power Supply Calculator to get a feel for the difference between power draw at various processing loads.
The tricky part is the fact that the loads won't be the same: The Pentium D is dual-core, so for parallel tasks, it'll be using half the power. The Pentium D is also capable of SpeedStepping, which will reduce the power consumption by the CPU when it's not under a full load.