There are a LOT of posts about this topic in General Hardware; perhaps you should try searching first, then asking more specific questions if you can't find another topic that discusses what you're looking for exactly? You'll get better responses that way.
Short answer: I think A64 is the way to go for a gaming system right now (unless you want to super-overclock a P4, but that's more expensive and you'll need real pricey RAM). You may want to wait a few months and see what happens with the whole Socket 939 thing, since Socket 754 is on the way out (although if you don't intend to keep the system for more than 1-2 years, just go ahead and buy; if you get a 2800+ or 3000+ A64 now, you'll be able to go up to probably a 3700+ on Socket 754).