I would personally prefer getting am Athlon 64 3000/3200 (not FX, more dollars than sense) with an MSI K8T Neo board, which is surprisingly close to what you'd spend on a P4 3.2 and a good board like an Asus P4P800, Thermaltake have released a Volcano 12 for it, but for most people I'd suggest using the cooling that comes with it (getting it with retail box)
the Radeon 9600 XT performs almost as good as a 9800 XT, so don't waste your money on getting the 9800, when the 9600 is about a quarter to one third of the price, either get the plain 9600, or 9600 XT. MS has released WXP 64 bit edition, though most resellers still do not have it, it's out there.