With the Athlon 64 line, you can tell roughly how they compare with a p4 based on the number. Like the A64 3200 is similar in performance to the 3.2 ghz p4, it doesn't work out in all cases, because each chip does certain things better than the other (p4s multitask better, and work better for video editing, A64s are better for gaming). Then theres the FX and EE lines, those you probably won't even want to look at, unless you plan on spending $700+ on the CPU alone. Those are basically just beefed up versions of the normal chips, more cache, higher clock, etc... They are pretty excessive, and you'd only want to get one of those if you absolutely NEED to have top of the line stuff. As for the Athlon XP those are a couple generations old, so they don't compare with the newer P4s. I think the 3000 and 3200 XP are around the same as 2.8-3.0 P4s. AXPs are a good value if you're into overclocking, people can get those up to pretty high clock speeds.
In terms of overall value, I think the A64s are still the best. I haven't been keeping up with the latest round of CPUs, but assuming you're using this comp for gaming, you can't go wrong with something like an A64 3000, 3200, or 3400.
Theres probably others here that can explain better than I did, but I figured I'd throw in my two cents. Also, anandtech.com has some good buyer guides, and price guides that compare different CPUs, so checking that out might help.
