This was my TigerDirect era... so I got to test basically everything. I'll break things down using my recent build for inspiration.
There are a few questions to ask yourself about this... do you want the core XP experience? Then probably socket 775. Do you want very late XP (into the Vista era), then the Core i stuff is faster. I prefer 775, but the Core i7 3770k will give you USB 3 and fancy PCIe support, etc. It's still kinda period accurate, just VERY late XP era cutting into the Vista/7 era.
So, I put together a 775 rig a while back. Here's what I went with:
GPU
GeForce 8800 GTX or 8800 GS (This is basically the top for Windows XP unless you want newer stuff with hacky drivers -don't)
So, if you want AMD, the 4870 will easily beat the 8800 stuff... but it's kinda from the Vista era. If you just care about performance, it's awesome. If you want insanity, the 4870 x2 is... insane. There's even sexy versions:

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My CPU choice is weird... but I'll 'splain.
Intel Xeon X5470 LGA775 3.33GHz Quad-Core CPU because it works and it's cheaper than the extreme stuff:
https://www.ebay.com/itm/144370936124
This CPU is supposed to be socket 771, but some people started modding them and they work in a 775 board if you get the right one. Just make sure your chipset will work with it:

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image from delidded.com
HOWEVER, I was posting on Archmage's thread and realized the regular quad cores are getting cheaper... so... these are almost the same speed:
https://www.ebay.com/itm/389693369786
https://www.ebay.com/itm/162283817988
Just make sure you get a 775 board that has a newer bios (look for support for these CPUs). They are a bit newer than most XP CPUs, but they are plenty fast for gaming.
Motherboard
I like my GA-EP45-UD3P (rev. 1.6) - Socket 775
This one is really period-accurate and one of the best boards ever made on the P45 chipset. There are DDR3 boards that work with 775, but I doubt you will see any real-world differences. Plus, most of the 775 DDR3 boards are cut-down and a total downgrade. The Gigabyte EP45T and ASUS P5Q3 are DDR3 and not downgrades... so if you really want DDR3, those are the only way I would go. Honestly, I'd stick with DDR2 and P45. The tighter timings on DDR2 will help.
If you want faster core i7 whatever CPUs, then ignore all that, lol.
The Hard Drive
I used a Hitachi 250GB 7200RPM drive... but SSDs are kinda fine. XP doesn't support TRIM so if you do tons of writing to the drive, it will degrade over time. New SSDs handle this better I think. If you just install some games and play them, it's no big deal. XP sees the drive as just generic SATA drives, but they are a lot faster. I think there are third-party programs to help as well, but I'm not sure.
IMPORTANT
You need to format them correctly and Windows XP doesn't do that (that I know of). I'd throw it into another machine and use diskpart to do this:
Code: Select all
diskpart
list disk
select disk 0 or whatever your SSD is... MAKE SURE OR YOU MIGHT DESTROY ANOTHER DRIVE
clean
create partition primary align=1024
format fs=ntfs quick
active
exit
Then put it into your XP rig and install to the primary partition, don't delete the partition.
The PSU
Just get 500 or more, gold, and make sure you have at least 30A on the 12V rail.
The optical drives, RAM, and case/fans, etc. are up to you.
Here's my old video... I probably know more now, but still: