How can I know which CPU can be programmed by OpenCL? For example, the Pentium E5200. Is there a way to know w/o running and querying it?
OpenCL compatibility can generally be determined by looking on the vendor's sites. AMD's APP SDK requires CPUs to support at least SSE2. They also have a list of currently supported ATI/AMD video cards.
The most official source is probably the Khronos conformance list: http://www.khronos.org/conformance/adopters/conformant-products#opencl
For compatibility with the AMD APP SDK: http://developer.amd.com/gpu/AMDAPPSDK/pages/DriverCompatibility.aspx
For the NVIDIA, anything that supports CUDA should support their implementation of OpenCL: http://www.nvidia.com/object/cuda_gpus.html
For compatibility with the Intel OpenCL SDK, look at:
https://software.intel.com/en-us/articles/opencl-code-builder-release-notes