They are designed for servers which usually see more stress than a home computer....so the cores are usually slightly better so they usually overclock better.
However that's not to say you will get a great OC just because it's an opteron...or that you'll get a shitty OC just cuz you have a normal amd64 or x2
i think the 940 opteron lack all the instruction sets that a 939 opteron has.. but i dunno, i may be wrong.. there was once a person on this forum with dual opteron 275's i think it was.. and he scored incredibly with his system in 3dmark.. so i dunno about that one...
Opterons are made with higher quality silicon, as such, most steppings tend to overclock higher, I know I'm running my opteron 165 @ 2.89 on air, with the recent price drop, what's to lose by trying one?