You can get an nForce3 Ultra board (Socket 939) that has AGP. DFI, Asus, Abit, etc. are all good mobos.
Currently there aren't any AGP AND PCI-E boards worth anything (the ones that exist put an AGP connector on a PCI slot, so your video card is severly crippled). ULI has a chipset with both AGP and PCI-E, hopefully soon someone will build a mobo off it.
I'd get a 3200-3700, the FX-55 isn't that much faster and it a lot more money. Definitely a Venice or San Diego core if you can. Of course, if money is no object...
The X2's won't help much on games today unless you also do something else while gaming (convert DVD, downloading, compressing, etc.) In the furture, games will likely be able to make use of the multi-cores however.
The differences:
Athlon64: The mainstream AMD cpu. 1.8-2.4ghz clock (2800-4000 PR rating). Multiplier unlocked downwards only (i.e, if stock mult is 10x, you can bios change it to 7x, but not 11x) Sold for Socket 754 (single-channel memory) or 939 (dual channel memory). Socket 754 isn't getting any new A64's, and fastest one is 3700+ running at 2.4ghz, but it's a little cheaper for those on a budget. In Socket 939 the new revisions, aka Venice and SanDiego are the ones to get, though.
Athlon64FX: The ultimate CPU of the Athlon64 line. The FX-53 is basically identical to the A64-4000+ (2.4ghz, 1mb L2), and the FX-55 is 2.6ghz, 1MB L2. Multipliers unlocked both up and down. Definitely the enthusiasts CPU... and the price reflects it.
Sempron: The budget line. Some Semprons are Socket A (the old Athlon XP), some are Socket 754 (Athlon 64's without the 64-bit stuff). Only get if money is a real crunch (though they're not bad CPUs)
Opteron: Basically Athlon 64 for servers. Socket 940 only, requires Registered RAM (which is a little slower, but less prone to errors). Comes in single-cpu (the 1xx series), dual cpu (the 2xx series), and multi-cpu (the 8xx series - up to 8 I think) versions. Though the chips are similar priced to the corresponding A64, motherboards and RAM are much more expensive.
Mike.