First we need to know if you're going with PCI-E or not.

Without knowing specs up front I would recommend the Athlon X2 3800+ for cost...if you can splurge a little get one of the dual core Opterons (939 pin). They work fine with 939 mobos and are better overclockers...the Opterons are a little better silicon than the X2 series...I personally have a X2 3800+ in my HTPC, an X2 4800+ in my media server and an Opteron 175 in my gaming rig...

I will be using PCI-E slot, and i think the 3800 is tops on my list right now. Can anyone fill me in on some info on Opteron processors? I know very very little about them!

From 2.2ghz on up, expensive CPU's. Fast, and very good overclocking results from them.

If the Opteron model number starts with a 1 and is higher than or equal to 165 then it is a dual-core (like the X2 series processors) and 939 pin. One good thing about Opterons is that their cores (at least the ones I noted above) are all 1MB cores (vice the 3800, 4200 and 4600's 512k cores). The 165 in particular is only slightly more expensive than the 3800 (it has a slower clock speed but larger cache and overlocks better than the 3800). If you are willing to spend in the 500 range then you can get a 175 which comes stock at 2.2Ghz but overclocks well too. It is basically a 1MB per core 4400 X2 with a more overclocking friendly silicon substrate. The Opterons are really server chips but they (at least the 939 pin ones) will work pretty much with any 939 pin mobo with the latest bios revisions. Plus the 939 versions don't require the more expensive ECC memory that the 940 pin ones need so if you already have DDR memory you won't have to buy new sticks (although if you want to overclock I would recommend stepping up to at least a DDR500 rating-personal recommendations are OCZ, Mushkin or Corsair). For informational purposes the Opterons that have something other than 1 as the initial numbers are 940 pin strictly server chips (though you could probably use them with the initial nForce chips (nForce 3 Pro 150 and such)) to be used on 940 server boards (and there may be 940 pin 1-series but go to amd.com to look that up). The 2 series are pretty much for boards that can handle 2 processors (for 4 cores total), and the 8 series are 4-way processors (sort of like quad core but not really discrete cores). Hope this helps.

Exactly what I was looking for! Awesome response. So they are similar to the Intel Xeon sort of idea? That is basically what I expected but a detailed explanation was much needed. I am actually going to order one with a mobo combo from TigerDirect next friday when I get paid. Thanks again for the above and beyond response!
I will be installing OCZ Platinum PC4000 Dual Channel memory so that should be a screaming combo. Thanks!

Good article linked from ntcompatible website...shows you what you can expect (pretty much the same process for any X2/dual core Opteron)...
 
http://www.3dgameman.com/forums/showthread.php?t=41998