Yeah, AFAIK, DDRII requires a completely different MB, so that rules out 939 boards.
I don't think the gains from DDRII will be all that obvious either, except for extreme gaming systems and the like. The benefits of a faster CPU will far outweigh the gains from DDRII, especially if you're talking about a 64-3800.
For what it would cost for 1024MB of DDRII, you could get a lot more CPU instead.
There's ways to increase the bandwidth on a Athlon, like OCing the RAM or just running faster RAM and OC'ing the CPU frequency at a lower multiplier.