The Athlon XP's were rated for 90 degrees Celsius. I think the AMD dual-core CPU's will shutdown at 65 degrees or thereabouts, although it depends on the core. AMD didn't have thermal shutdown protection until after the Barton core I think. Intel had it right from the early P4's I believe.ofcourse it won't burn, as long as the cpu fan is in place nothing goes wrong normally since there's a thermal contact that monitors the temperature. it's when you remove that fan that the cpu gets so hot in such a short time that the contact has no chance of shutting everything down.[/b]
Right now it looks like AMD lost the performance edge they used to have back in Athlon XP days. However....in terms of price/performance, AMD and Intel seem pretty even these days. AMD's are running significantly hotter though so over time you'll pay a little more on your electric bill, but I think that's going to be negligible and shouldn't really influence your decision.
Just go for the best CPU/motherboard combination you can find & afford.