I'm not sure I would recommend Socket A for Windows XP as later stuff can, and does, take advantage of multi-cores.
If you wanted to stay with an AMD-based system I would suggest at a minimum starting with Socket 939, probably on an nForce 4, as that was highly popular during it's time. I'd imagine you could go right through AM3+ but I think Intel would be the better choice for absolute performance.
For Intel there's no reason to look any older than Core 2. It really dominated AMD during the time, and the momentum has kept Intel on top for the past 6 years. It's relatively cheap to get right now, save for some of the "tick" quad cores--i.e., Q9450, Q9550, QX9650, etc). It has single core, dual core and quad core options. There are at least 6 chipsets that I would recommend for them: P35, X38, P45, X48, nForce 6 and nForce 7 (I guess it's actually more than 6 because there's at least 2 nForce chipsets per version). DDR3-based desktops are pretty expensive/hard to find. DDR3 was new, expensive and didn't make as big of an impact to justify for a lot of people so they stayed on DDR2. Off the top of my head that only chipsets that offered DDR3 support were a few X48 motherboards--most were still DDR2--and all the nForce 790i, but they were less popular than the DDR2 780i boards. If overclocking quad cores I'd really focus on P45, X48, and nForce 7 as I remember a lot of people complaining the earlier chipsets didn't overclock quads anywhere near as well as they did dual cores. You could probably also go up to current motherboards but I would really only look at Core 2 or possibly Nehalem if I was building something dedicated for Windows XP.
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