The full new retail version also does not come with the SPDIF output, though they did change the presentation of the accessories (in a cloth bag).
Have you purchased your stuff yet? If not, consider socket AM2. You have a wider choice of CPUs, plus the Abit NF-M2 nView motherboard is probably the best mATX board I've ever used, features and overclockability-wise. Seriously I've used a LOT of mATX boards over the years, and with socket 754/939/AM2 I've totally gone overboard with mATX boards, purchasing about 10 of them in the past year for my personal enjoyment. :shocked: The Abit board (make sure the "NF-M2 nView" version, not the cheaper NF-M2S version) is super overclockable and has VGA/DVI outputs, optical SPDIF in/out, passive heatpipe cooler, Firewire... about the only things it doesn't have are TV-out and coaxial SPDIF.
If you're stuck with socket 939, the Biostar Tforce6100-939 is a decent choice. Not very feature filled, but a good overclocker. I believe it does have SPDIF headers on the board, but no actual cable going to a PCI slot. You can purchase one separately for around $10, or you can make your own with a couple bucks, a trip to Radio Shack and a bit of work. Coaxial is criminally easy to make. Optical is not very easy.