Okay their are a few motherboards for AGP you should look at. Even though the Asus can be a bit buggy, it is still one of the top peformers, and still my best bet right now for SKT 939 AMD. IMO you should have gone with a PCI-E system, but getting that AGP card, you cannot.
Asus A8V VIA K8T800 PRO 135$
MSI K8N Neo 2 Platinum 143$ (OUT OF STOCK)
A few people swear by these for SKT 939 AGP, personally I prefer the Asus to it. Their are some other Neo 2's, but their refurb and barebones, and may not come with some stuff you need.
AMD 3200+ WHINCHESTER SKT 939
This works with the above motherboards and this CPU is known for being able to overclock very high. Usually can get to FX-55 speeds. If you want you can get a 3500+ for higher speeds
Thermaltake Venus 12 35$ (OUT OF STOCK)
Really great, have this and can get my 3400+ NEWCASTLE at 2.6ghz on this. However, it isnt prime stable at those speeds.
Thermaltake TD-420AD 36$ (SALE)
Great cheap power supply. Easily handles my 6600GT and a highly OC'ed CPU. Gives out the power it says.
More later, take a look at G Skill ram, and I really dont know what to get for the case. Also, hard drives are up to you. Western Digital raptors are fast and small. If you need data reliability, you can use Raid 1 with 2 hard drives.