My first board with pins was a Nvidia n-force board. From what I found it looks like the "Land Grid Array" started with socket LGA775 on the Pentium 4 in 2004.
Yeah that sounds about right TBH.
I actually posted somewhere else on here my original Pentium 1 (200 w/MMX) !!! and it was using the Pin on CPU style, I just couldn't recall when it switched around. I've worked with it, but in all the builds I've done, I still prefer AMD's way.
Yup, I had a Pentium 4 on Socket 478, which was PGA, and the next socket, as crazyea mentioned, was the LGA 775, and yes, I too prefer PGA, since the pins are much easier to straighten.
Aaaaand, according to a blurb on Tom's, AMD's AM5 socket may just end up being LGA as well: AM5 Socket