Not terrifically difficult to get a 3.0/3.1 machine online, but you will obviously need to install and config a TCP stack yourself with that.
3.9 has the benefit of already having that done for you, but I always found 3.9 bloated and sluggish for my tastes even on my old PPC/040 A1200/BVision machine, but I'm a bit picky to be entirely honest.
3.9 is more certainly a more modern and feature rich OS out of the box, though, that's for certain.