An AthlonXP is hard to come by in the first place & yes, an Athlon64 3200+ even though it has the same P-rating will be much faster with games. You also get SSE2/SSE3*, AMD64, cool'n'quiet & an easier to use heatsink-fan system.
If you get a Socket-939 motherboard you'll get the choice of AGP or PCI-e (or even both with a ULi M1695 based motherboard) & chances are it's already compatible with dual-core Athlon64s which will be available in mass (& a lower price) in 2006.
* : SSE3 is on the newer "Venice/San Diego" core only.