Nah, XP isn't that hot. You get a lot of performance out of AMD's later cores given the amount of heat output. In fact, I've found an XP2500+ is no harder to cool than my P4 2.6C. Haven't tried any faster XP processors yet.
The thing is, AMD did have a couple "hot" cores a few years ago, and no thermal protection. That gave rize to a lot of myths about today's processors which are simply not true. The fact is that AMD's newer cores produce only average heat while producing good performance, and modern hardware has thermal protection.
Overclocking normally produces added heat, but in this case I'm going to recommend an overclocked settup. The Mobile XP2500+ is a reduced voltage CPU which produces less heat and overclocks easily. When inserted into a desktop board it receives a slightly higher voltage, I believe 0.2v (but can't remember for sure), and still usually produces less heat than the desktop part. And you can easily set one to 11x200MHz on modern boards, getting XP3200+ speed for a price of around $80.
And even that overclocked XP2500+ Mobile at XP3200+ speed will likely produce far less heat than a P4 3.2E.
Of course you'd want a good board for that settup, I suggest the Abit NF7-S version 2.0.
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