You current setup is quite honestly rather a dead end. A Sempron makes no sense over an A64 3000+. Maybe a couple hundred MHz more, negated by the lack of cache...and some
cash spent pointlessly.
All that talk of Opterons, Venices etc, doesn't apply to you, as you have a Socket 754 motherboard.
This is the most cost-effective processor you can buy for your current setup. Another 3000+ you say? This one happens to have 1 MB of L2 cache, your current has 512KB, which in itself is like a 200MHz deficit. This is a mobile, and overclocks extremely well. In fact, I paired this exact CPU with your exact motherboard and got some great results. You really will need to overclock this CPU to reap its benefits though. Unfortunately, however, you will probably need to get a new heatsink to go with it. The Zalman CNPS series are pretty much the only compatible ones worth mentioning if you choose this route.
Otherwise, you would have to start considering a new motherboard, which would also entail a new video card and power supply; might as well wait a few months more until you've got enough money for a new system build. (How much are you willing to spend for this upgrade anyways?)