The Diamond and Pro have the same processor and the same amount of Ram (256mb + 32mb graphics). The only things the Pro has more is the slide out keyboard, 512 Rom (device storage... which the Diamond makes up for with internal storage: 4gb), TV out capabilities, and the SD card (to make up for no internal storage). When it comes to games and applications, there will be no difference between the two.
The deciding factor should be a few things: Do you want extra storage for music and videos beyond 4 gb, do you prefer a physical keyboard, and would you rather have a slim design the like the Diamond, or a more bulky Pro? Applications and Games for Windows Mobile are very small files, so 4gb on the Diamond is plenty for that aspect.
If you would like to study the Pro more, we have
www.alltouchpro.com.