Athlon XP 3000 will run AH2 just fine and is a bit cheaper.
Athlon 64 is faster and more performance per price, get a Athlon 64 Winchester (Socket 939) when possible price wise. Still have to decide if AGP or PCIe.
Athlon64 will run WinXP 64bit AND the usuall WinXP (32bit). Not an issue at the moment, but if your the kind of guy that keeps a comp for 6 years might be an issue in 2 or 3 years. I have no ideas how WinXP 64bit will impact games and how stable it is as of now.
A socket 939 system is faster and might be upgradeable, however i think in 3 years it will be outdated, i rate the upgrate possibility as rather low. Still possible though and when your cpu dies for whatever reason outside of guarantee chances are good to buy a new one that fits. AMD already anounced a new socket for next year, stating 939 will live on for a while but the newest CPUs will require another socket with diffrent RAM. BTW probably the same for intel.
Socket A, for Athlon XP is in the last year of production, cheaper but no upgrade option and more important if your cpu blows up its hard to replace. On top of it i dont think there is a pci express board for Athlon XPs, so youll have to go with AGP graphics.
You also have to decide if you want a AGP graphics slot or PCI express. AGP is the old standart, still lots of boards around and at the moment more products to choose from. PCI express is the new standard and by the middle of next year (thats a guess, might be sooner or later) pretty few AGP cards will be sold. Performance wise there is next to no diffrence between agp and pci graphics cards at the moment.
Since most people will upgrade the graphics card after 2 years this is a problem. On the other side i expect a lot of people to sell their used high end agp graphic board when they get a pci express motherboard. So it might be worth it, when your low on money to try get a AGP board and a used card.
So when you are a tech freak and want the newest definetly get a Athlon64. If you want best performance for the money get Athlon64, same if you want to be save and maybe upgrade some time. Still have to decide if AGP or PCI.
When you really want a budget system maybe athlonXP can get you a good deal somewhere.