Socket 939 is the way to go. True, this mobo is PCI-E instead of AGP, but I figured that you would surely upgrade your vid card when you take the plunge. The CPU is OEM, but everyone needs to use something besides stock cooling. The retail version is only about 4 or 5 bucks more.
For the 30$ extra you cant go wrong, newegg has cheaper shipping too. + you still need a heatsink for that tigerdirect one, and here retail is 5$ more for a good heatsink
You definately want socket 939. That dual channel RAM support is a big deal in memory intensive games such as HL2. Plus, you will be able to upgrade, as they have said above.