How cheap are you looking to go? If you're going cheap, the best bet is to go single, more powerful CPU, you'll get better overclocking features and such, plus, the modern multicore processor is pretty quick. AMD tends to have multiprocessor solutions cheaper than Intel, however, last I checked, often you're stuck with special RAM which also costs a premium. The processors for multicore often come at a premium. If you just want to dabble with the multiprocessor environments, your best bet is to go EBay, and go old. Old school single core/dual core Opterons are pretty inexpensive, I'm sure you can find old Xeon solutions in the same price area.
Right now, the money spent trying to build a duel processor computer would be much better spent on a single socket LGA1366 build. (And, when Intel releases the 6 core i7 CPU, buy an i7 920... at a probable reduced price.)
I'd like to also add that there isn't any experience to be had by using a 2 socket system. They behave just like the single socket systems. It used to be that was the only way to get lots of power in a single frame, but with multi core CPUs thats no longer the case.