I think you'll like the upgrade. I would do it in a heartbeat if I had the $ to do it. Alot of the newer games are going to support dual cores and that is where your going to see a difference. The stock HSF should be fine for the new CPU, but if your going to OC mad than maybe get an after market one. I'm hearing the Arctic Freezer 64 is cheap and good, but I don't know for sure since I don't have one.
Honestly, I wouldnt invest any more money in a 939 system, especially with AM2 parts so cheap. If you can scrape up $79, you are just about 1/3 of the way to an AM2 mobo, CPU and 2GB of dual channel DDR 800Mhz.
Looking at the benchmarks, you will a significant amount going to a 4200, and it is cheap, but 939 is a dead end.
with the recent price drops (recent meaning within the last 12 months), its certainly a worthwhile upgrade to consider, over what you currently have. certainly less expensive than what would basically amount to a replacement system. and itll prolong the usefulness of your current system by at least another 1-2 years, also greatly depending on how much additional demand youre going to put on it, compared to your current cpu. (smp coding is more common now for nonprofessional applications, than compared to before dual cores were introduced)
but as was mentioned, its definetly worthwhile for the price.
I'd say go for the 4200X2 for now, then once the next refresh of graphics cards and the 45nm Intel CPU's come out do a full upgrade.
You'll see a significant improvement from the Dual core in your OS, things will be more snappy and you can do more at the same time without lag, maybe not so much improvement in most games but the extra 400mhz will give you a bit of kick there (I'm assuming 3000+ is 1.8Ghz)
A Dual Core will also go very well with the 2Gb of RAM you already have. So I think it's a no brainer as long as you can find an X2 at a reasonable price. ~$80 for a 4200 is ok IMO.
There are a lot of people making good points in this thead. Another point, if your not too strapped for cash, and can reasonably afford the $79 right now, then its prolly a good way to go. Its not going to give you a lot of longvity if new games are your bag, but Phenom and Penryn are right around the corner, theoretically, which should drive prices on NOS 939 and AM2 down even further in the not to distant future. If you are not looking for something to last several years, then buying an AM2 system now, with AM2+ supposedly due out soon, isnt a great stratedgy. Extending the life of your 939 (even though its a dead end) and waiting until AM2+ settles into the market is not a bad thing to do.