They're simply the names given to them. The higher the number goes, the better for those models. The main difference between the 3800 and 4000 is the 4000 has double the L2 cache of the 3800 (from 512kb to 1mb). The cores are different too; the differences are listed here: http://en.wikipedia.org/wiki/Athlon_64
. A way to compare the Athlon line to the Pentium 4 line is by the numbers. For example, an Athlon 64 3200+ (make the first two digits 3.2) is comparible to an Pentium 4 3.2ghz. I am not sure how accurate that is, but it's a basis of comparison.
Those two single-core processors are around the price of the X2 3800+, and the 4000+ is actually over it. I'd suggest going for the X2 3800+, because it's dual-core.
Or the Opteron 165 if you want to get a CPU that'll overclock like mad: http://www.newegg.com/Product/Produc...82E16819103588