AM2 is Vista capable. I believe DX10 is more of a video card issue. If I were to use AMD, I would use Socket AM2 instead of Socket 939 unless cost is a factor. AM2 systems do cost a bit higher than 939. You would also be able to take advantage of the extra memory bandwidth and performance which DDR2 RAM can give you. It's not a huge difference, but it is better.
Also, of course, you would be able to take advantage of future processors with the AM2 platform. There will be no further new processors released for Socket 939.