Well, your Willamette P4 paired with PC133 SDRAM is honestly very slow. Honestly, Your not really any better off than TBird 1.2GHZ or PIII 1.0GHZ systems. I only say this to caution you into not going way overboard thinking you need the very fastest chip money can buy. Any system I mention below will absolutely blow your system away. Anyway, Your Video card will not needed to be upgraded as it is still considered high end.
Since money is no object I'll rule out the NF2/ XP2500+. IT is a great value! But since you want a FAST CPU and almost any cost, the faster Athlon Xp's make no sense as P4's offer much better performance for the same price.
You have two reasonable alternatives that offer much better performance. Basically, you want either a Pentium 4 i865pe or i875 motherboard with at least a 2.8C processor. Look only at the "C" chips. The 2.8C is the best value in a P4 now, but it sounds like you are a candidate for a 3.0C or 3.2C. Mind you, you are paying a premium for a little boost in performance.
Next option is the Athlon 64 3000+ or 3200+ chips. Without considering the super expensive P4 EE or the Ahtlon 64 FX 51, these are currently offering the most speed for gamers and a bonus of having a 64bit chip. Problem with these is that there will soon be a new socket 939 version with new chipsets and better motherboards. I know I will be waiting until probably June let these new options come out before I go the Athlon 64 route. They are fast for gaming. But if I may use a little sportscar comparison, it would be like buying a new Corvette in July for full price, when you already know that the next model is soon coming out sporting many improvements. Tough to justify. But since you mentioned it is for Games, An A64 really will currently win the drag races against all but the exotics. ie, most gaming speed in the sub $300 CPU range. But it won't be as polished and nice to own as some of the other choices that are 1-2 car lengths behind. Forgive the analogy, It just seemed to make sense right now. There are other areas that the Pentium 4's are faster than the A64, but gaming isn't one of them.
I can't really recommend an Athlon 64 motherboard for you as I am avoiding them for now. But the ABit IS7 is an outstanding 800 bus Pentium 4 motherboard that is fast and stable. I have built many of these systems and they never have dissappointed me once, nor have I had one come cack with any issues needing my attention. That is worth $$$ right there. The Abit NF7-S is a great choice if you want to save some money and buy an Athlon XP/ NF2 system. But for you, only go this route to save money and if you are willing to overclock for some more free speed. With either of these, you want to go with some good PC3200 or higher dual channel DDR.
ABIT IS7, P4 2.6C, 512MB Corsair TwinX PC3200LL, Radeon 9800 Pro, Santa Cruz, TruePower 430watt