Probably no secret to some people that Im a big amithlon fan/user, but with a little persistance it's possible to get amithlon working well on reasonably modern gear. The problem i guess with stuff from the last few years is that pci slots are limited, and to my knowledge its not yet possible to run any pci express cards in anything but vesa modes. I tried a pcx 5300, which is effectively a gf5200 on a pci express interface, and while the agp and pci versions of a 5200 will work, the pcx 5300 didnt.
Seeing as how Im using a core2duo based system, I have no agp slots, so Im using a matrox g550 pci card (along with a pci sb audigy and a pci 3com nic). Unfortunately sata is more hit than miss from my experiences, you might get lucky, but pata (or a pci scsi card + scsi hdd) is much more likely.
Feel free to ask if you want any more details on supported gear, but a basic list:
gfx: martrox g200/400/500/550 (full 2d acceleration),
nvidia: tnt/tnt2/gf1/gf2/gf2mx/gf3/gf4/gf4 mx/gf5200/5500/5600/some 5700's/5800/59x0 (full acceleration),
from ati: rage up until radeon9700/9800 I believe has partial 2d acceleration as well.
Having said that though there's an open pci radeon driver being worked on at the moment that has full hardware acceleration (not just fb) which looks very cool

snd: some ac97 codes, some intel hd codecs (I think), sb audigy, sblive
nic: 3com, rtl8029, rtl8039, others through linux side drivers but Ive never used them
For cpus pretty much anything from a p2, p3, p4, core2 and inbetween for intel, and probably from k6-2 through to pheom2's for amd, although Ive got no experience with amithlon on amd stuff beyond an athlon64. I say it a fair bit on a few different sites it seems, but Im a big fan of socket775 stuff for x86 based "amiga" machines. They, by mostly luck ended up a good balance between modern enough to have some nice grunt, but old enough to have some decent support.
Having said that though if you was mostly just interested in getting the machine youve mentioned up and running I cant imagine you'll have too many problems. There's a patch for p4's for fpu emulation though, just make sure you apply it (it's part of the amithlonupdates).