The basic question is, which is the fastest chip? In a mostly single process environment (i.e. playing a game) the answer is the A64 3500+. With gaming, however, choosing a good video card is probably more important than choosing between these three cpus.
BTW, I would avoid the P 820. Intel have better models on the way soon.
Now if it were me (and I'm guessing your budget to be ~$200), I would buy an Opteron 146 and overclock it. The last one I got cost me under $200 and clocked to 2.9GHz, which is well beyond an FX-57. Of course, you would need a socket 939 motherboard with some overclocking features.