I got my Epox board and A64 2800+ for just under $200, and it overclocks like crazy. Just got back from PDXLAN so haven't had much time to play with it, but from a default 1.8GHz I'm clocked around 2.5GHz. Using a Thermaltake Silent Tower HSF (anything but silent at full fan speeds).
Board I got:
Epox EP-8KDA3I $66 + $1 shipping
CPU I got:
Athlon 64 2800+ OEM "AX" $109
Same CPU, but retail version if you don't want to spend a lot on a HSF:
AMD Athlon 64 2800+ RETAIL "AX" $120
Make sure you get the "AX" version (will be in the part number). Newegg lists one 2800+ retail chip that is not the "AX" version for the same cost. AFAIK it won't clock as high as the "AX" version.
Basically, for $176 shipped (minus tax and a good HSF - get a Thermalright XP-90 for $25 at SVC.com) you can have a system as fast or faster than a 3700+.