The FSB of the 805 is only 533, while the FSB of the 820 is 800 MHz. But that also means that the 805 has some great potential for overclocking.
Seeing as they're the same price retail on newegg, I'd go for the 820. The 820 will OC at least as far as the 805. If you're willing to go the OEM route and you're getting an aftermarket cooler, I'd say get the 805 though since it's only $70: http://www.newegg.com/Product/Product.asp?Item=N82E16819116249
dude listen to me....if you want to game definately get a 900 pent d...or ne thing in the 900 series because the 800's suck for gaming man...like i have a 925 3.0ghz (on each core) 4mb l2cache...and 800mhz fsb...which is a great powerful processor....and it was only $130 while you 820 woud be $95....and even a pent d 915 is only $97!..and its 2.8ghz...and has 2mb more of l2 cache...dude go with the 915 for sure man!
because of the low prices, go with the better one. The price difference is negligible between the two processors. Might want to check in on the 9xx or the C2D,