in memory bandwith, the Pentium 4's with DDR2 actually lose to the Athlon 64's in a lot of cases. AMD made the Athlon 64's with the memory controller on the CPU itself. the Pentium 4's have to talk to the memory controller on the motherboard, which is much slower.
the Athlon 64 motherboards (socket 754 and 939) have a much lower load on the Northbridge too (which is usually where the Memory controller is)
because AMD have put the memory controllers on the CPU, they get to decide when to go DDR2. they will go DDR2 when it comes down in price, AMD are trying to make things less expensive for people
if you want to overclock, definately get one of the DFI NF4 boards. they hold all the top records for Athlon 64 overclocks.
also, for overclocking, consider RAM from G.Skill. they have RAM guaranteed to get at least DDR600