The FX-57 is better than the Opteron 165.
However, for most games the Athlon 3800 will be fine.
Personally, I'd say if you want an upgrade, go for a new board instead, based on Socket AM2 or 775, for the newer AMD or Core 2 processors respectively.
Socket 939 has a limited lifespan now, and you won't get a better CPU than the FX-57 so I wouldn't recommend spending too much on it.