Yes, Socket 939 motherboards do support DDR500, although there is no such thing as DDR500! You wanna get some PC3700 if your overclocking. Below is an example spec, no prices sorry:
Corsair Value DDR400 RAM
ATi X800GTO2 (squared) - great card and pipelines can be unlocked
Samsung SpinPoint 250GB SATA2 hard drive - Like a bat out of hell with a mute switch
Take a look at those components. If you wanted to overclock, you can just put a divider on the RAM.