Looking at building a server

The only advantage of the server CPUs is that they support multiple CPUs on a server motherboard. Especially for your uses, you don't need anything high end.
I don't have much experience with what would make a server efficient but I'd recommend an Athlon IIx4 620 system with 8GB of memory. If you want to save money, there will be no issues using AM2+ with DDR2 memory as opposed to AM3 with ddr3 memory. Use the money saved on more hard drives. Maybe an SSD to store some of the applications and the OS. Or maybe spend it on a gigabit router. (125MB/s max transfer as opposed to 12.5MB/s with older ethernet).

You don't need an elaborate set up for back up or file shares. If you want more help as to what to get, you will have to supply more info as to what the server is actually going to be used for.

If it is a file server, RAM and hard drives are more important.

If it is being used as an application server, CPU and RAM is more important.

It's use for applications and for file storage.

Here is the setup I have picked so far:
COOLER MASTER RC-690-KKN1-GP Black SECC/ ABS ATX Mid Tower Computer Case - Retail
ASUS M4A78T-E AM3 AMD 790GX HDMI ATX AMD Motherboard - Retail
CORSAIR CMPSU-450VX 450W ATX12V V2.2 80 PLUS Certified Active PFC Compatible with Core i7 Power Supply - Retail
AMD Athlon II X4 620 Propus 2.6GHz Socket AM3 95W Quad-Core Processor Model ADX620WFGIBOX - Retail
G.SKILL 4GB (2 x 2GB) 240-Pin DDR3 SDRAM DDR3 1333 (PC3 10600) Dual Channel Kit Desktop Memory Model F3-10600CL8D-4GBHK - Retail

For hard drives I haven't decide yet. Probably go with RAID 1 with 640GB or 750GB. Depends on what I can find for deals. Sometimes it only costs $5 more to go from 750 to 1TB.

If you saw their system now, you'd laugh. Using a Pentium 4 with 2GB of DDR memory. Two hard drives that don't even count up to 500GB and Server 2000.

My next step is to research their software to make sure it will be compatable.