If you're gaming, you should go AMD without question.
But if you primarly want smoother gaming, you should also look into getting a new GPU. I honestly don't think a 9600SE will play current games very smoothly.
MOBO: MSI's Neo4 Platinum Socket 939 nVidia nForce 4 Ultra
CPU: AMD 64 3200+ Venice
GPU: eVGA's GeForce 6800GT PCI-E
I only recommended the parts I have because they had the best reviews (when I bought it).
If you're trying to save money, look into this GPU instead.
Leadtek's GeForce 6600GT PCI-e
Remember that with your current system, it will be very difficult to just upgrade the motherboard and processor and play current games smoothly. You will without a doubt need a new GPU.
In this scenario, it may just be best to upgrade all three. You will definitely an AMD which will force you to get a 939 or other AMD motherboard. If it's a PCI express motherboard, you will need a new GPU as well.