Whats the goal with this? To play 99-2002 era early 3D games, and also have some support for DOS games?
Take what I'm going to say with a grain of salt- I used an AMD K6-2 350MHz overclocked to 450MHz during this period, and it was in an HP prebuilt. It didn't run 3d accelerated games well at all- but we were poor. Later, we got a P4-1.8GHz generic prebuilt off of ebay and it suited me fine, mostly to play Ragnarok Online and emulators.
That said, I was around back then and an adult but had no money. I sorta kept up with pc hardware but not much because I couldn't afford any of it.
From what I've heard a Pentium III 733MHz is faster than a 1.2GHz (or so) P4.
That said- if it were me, I would try to source a contemporary (2001) Athlon Classic or Thunderbird and a goldfinger device or board that supports overclocking (Thunderbird). I'd purposely try and get a lower speed (600-700MHz) model, and see about mounting a modern heatsink and fan to it, if possible. Because back then people were buying 600MHz Athlons and overclocking them to 1GHz+ and blowing away Pentium III rigs.

Tbh it would be interesting to learn the architecture and see what I missed.
I'd also look for a modern MicroSD to IDE hdd converter device, so you can have both 98se and XP to boot off of.
Graphics I really have no idea, but I am pretty sure that by 2001 any of the Voodoo boards sucked, and I know the Geforce 256 (original Nvidia GPU) was like 2x as fast as anything else on the market on launch, but I don't know if it supported Glide or not, or if it was out in 01. Alternatively I'd look at ATi's offerings that year.
Regards