I don't OC (at least not habitually, or seriously), so I won't go into that.
You can prove the superiority of either of these just by careful selection of apps and benchmarks.
On older software suits, and also on business, office type of apps, and similar general windows apps, the 2400+ will have the edge. It may also feel slightly more sprightly in Windows, though I have not made any direct comparisions between these two.
Still, I might want to go for the 2.4A instead. Mainly because it supports SSE2 and will have good performance on media in modern apps. That might well be your primary performance concern, though you gave no hint of how you intend to use the PC. I would guess it allround also comes out a ahead of the 2400+, using a current suite of benchmarks.
I would take for granted that the 2.4A is significantly hotter than the 2400+. Settling for inadequate cooling on a P4, is a mistake that will cost you in performance due to throttling.
For just a bedroom utility PC, general office PC, (software dev, maybe technical workstation) or java basis, I'd go with the 2400+. For everything else, I would want the 2.4A. Mainly, as I said, because it supports SSE2.
P.S. With the "2.4A", I mean the Prescott core with 533FSB.
P.S.2. Get yourself an Athlon64 2800+, instead of either. Can't see it would have to cost much more than the 2.4A.
Edit: P.S.3. Something occured to me. If you're looking at prebuilt, you should very carefully consider the rest of the system. Since Dell, for instance, typically underbalance all other components against the CPU, well knowing that people tend to buy by CPU choice and GHz.