When looking at the Overclocking factor, your best bet is with a solid 875 Mobo, and a Pentium 4 CPU. I am only mentioning the P4 as you usually get the best overclocking gains, percentage wise anyway. With solid cooling and a good board, a lot of P4 owners can OC by anywhere from 25-40%. With Water Cooling, I have seen some 50% overclocks when using the P4 2.4c and using the Prescott 2.8E. I know that the A64's of all flavors don't really like Overclocking at all. Another thing is that with the P4's is they have Hyper-Threading. I can really feel the difference between this CPU with HT and my last P4 without; a more smooth feel. And recently, the P4's are blowing the A64/FX chips out of the water on price level.
Other than that:
I'm not a die hard Intel guy. If you have your heart set on a A64 Rig, then go for it. The socket 939 doesn't really seem to offer any tangible performance benefits over the 'older' socket 940. And the new Socket 939 chips and Mobo's exorbitantly expensive. Thought if price is no object, then who cares right! But if price is the main factor, you don't necessarily need a socket 939 rig. Get yourself a A64
3400+ with 1mb Cache @ new egg Then go with the best chipset for the Athlon 64 line, a board
based on the Via K8T800 Pro Chipset, like this ABIT K8V Pro
If you were to go with a Pentium 4 based rig, then
start with the P4c 2.8G CPU. The newer Prescott CPU's are a waste of your time right now. They run a hella lot hotter than the 'C' versions, and this would limit your overclocking. Don't be scared off by the 2.8 speed of the CPU. You can Overclock the HELL out of it. I've heard many folks getting up to 3.4G and beyond. Thought as with ANY overclocking, your need superb RAM if you want to get your OC up there. If you want the cream of the crop Intel P4 motherboard, then
take a look @ the ABIT IC7-MAX 3 Mobo. It tackles modesty with a sledgehammer! It has 6 SATA slots, Intel CSA Gigabit LAN and OTES cooling, for the overclocker in all of us.
These are just my suggestions. You didn't indicate what your Budget is, so It's hard to recommend anything beyond what I did above. I'm happy with my IC7 & P4c combo, but you may want to go strictly AMD and this is a great option as well. Don't be blinded by the Rabid fanboi's: be they for AMD or for Intel. Get what makes sense for you. Then if you have any money left over, save it to get a X800 Pro or XT Vid card.
Good luck chief! Let us know what your planning....