Well lets see their are alot of differences so i will list them:
Opteron: Server/Workstation chip, Requires ECC-Ram, 940pin package, FAST! about 1.5x faster then an athlon XP of the same speed. 1mb cache. Dual channel ddr, Onboard mem controlller, dual cpu support
AthlonFX: Enthusiast/gamer chip, Renamed Opteron but a bit faster and has higher clock speeds. Dual channel ddr, Onboard mem controlller, No dual cpu support
Athlon64: Mid range Market. A little slower then FX but faster then P4 and XP, Single channel DDR, 754pin package. Overclocks pretty well. Gonna be the mainstream and the chip to by IMHO. Its fast fast fast and not overly expensive. The dual channel DDR of the FX isnt that helpful and since this uses Non-ECC ram it can get much higher FSB's