A skt 754 3700 will easily outperform a 939 3000 at stock speeds.
BUT as mentioned above it's just not worth buying simply because the 3700 will be the highest you can go. If you wanted to go faster at some point you would need to upgrade your motherboard again.
As for the AGP comment, well that's just wrong i'm afraid. Lots of s939 boards have AGP slots and some even have both AGP and PCI-E.
Athlon 64 3000 E6 Venice @2.43Ghz
Gigabyte 3D Rocket Cooler
ASRock 939 Dual SATA2 Bios 1.20
2x512mb Corsair VS @DDR348 1T
XFX 6800GT PCI-E @400/1100
Maxtor 120Gb SATA
Antec TruePower 550W