The X2 3800+ is an excellent buy, and the bundled cooler for the X2s is actually surprisingly good. I thought about buying a nifty cooler for my new system but decided to see how the stock cooler performed first and, well, still using the stock cooler as I simply can't seem to get my 4600+ (I wanted the 3800+ actually, but they were so in demand ther was a 2 month wait to get one... and I didn't feel like waiting) to go above 40C even at sustained max load. It's even relatively quiet too.
An Opteron is definitely better if you want to OC though. They're simply better made. But frankly, 2GHz on an Athlon is sufficient for 90% of all applications as they get a lot more done per clock cycle than a P4. So I guess your choice is really up to whether you favour your wallet or your bragging ability the most

Either way, I'd definitely go for a dual-core these days. It's amazing for multi tasking. No more annoying wait every time I switch tasks, and no slowdowns from running anti-virus programs or other things in the background while gaming. Just one thing: If you do go dual-core, and also get an Nvidia video card, use the 77.77 drivers and not the newest ones if you like running older games that aren't made with a consideration for dual core systems, as otyherwise you'll run into trouble with the likes of KOTOR.