Ultamately what will this system be used for?
if all you want is a system to show off and say i have an xMhz chip and overclocked it to y mhz then just get the cheapest Athlon you can get, such as a 1700+ and a motherboard with good range of FSB frequencies. Get the best heatsink/fan you can get and spend a bit of money on a case with good airflow! (also remember that lots of fans doesn't mean it will have good air flow, some systems i have seen have 5 or 6 fans just blowing hot air around in side the case). good ram is also essental.
if you are serious then look at getting into water cooled systems.