500$ for a full rig is Tight. Since your posting here I'd assume you want AMD again. In this case open box products may be your friend.... let me look up some stuff...
CPU: AMD 3800+ X2 s939 CPU. for 168$ open box (buddy did that from NCIX and it came still sealed never opened.
RAM: Considering your on Budget I'd suggest 2 things. One I'd suggest going with some OCz RAM because of their lifetime warrenty so if there is a problem your not kicking yourself because your RAMless. Or just go with the lowerend models of RAM and just be careful with it and hope that if it breaks its withing warrenty.
HD. I just went to the local store and picked up a harddrive with open package for like half price. Try to stick with a more known brand when doing this just because going no-name could turn corrupted, you never know, jsut want to be safe.
Motherboard, well, I don't know A LOT on motherboards but I'd say go to like Tigerdirect.com and look up some boards that fit your money or even go to your local store see what they have. Seems you might want a good OCer to make up some ground on a lower budget computer.
As for heatsink I guess it depends how your going to OC, or if you are. And for these ebay, the selling zone on OC.net are great places to get some deals. I got a Big Typhoon like new for 50$ shipped.
Hope that gets you o nthe road to where you want to go, you didn't exactly say WHAT you want to do with your computer (gaming, video editing, etc).
Good Luck Mate!