Those are the code names for the different types of CPU's. The code names represent feature of the CPU's, such as instruction sets, cache sizes, socket compatibilities, manufacturing process and other characteristics.
When in doubt, the CPU with the higher number is usually faster. The higher number CPU's are also more expensive.
I'm not sure of all of them, but here are a few differnt CPU's.
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Venice - Socket 939 CPU. It will generally overclock further than a Venice, has SSE3 instructions and can run 4 sticks of RAM in dual-channel at DDR400
Winchester - Socket 939 CPU. Doesn't have SSE3 instructions and can run 4 sticks of RAM in dual-channel at DDR333.
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From these two it is obvious that the Venice is the better choice, especially if you plan to overclock.
If you want more info, try the AMD website.
RoD