W/o specific knowledge of your computing needs, I can mention some generic stuff to consider.
If heat is a factor, I would suggest looking into Intel Socket 1156 and AMD Socket AM3. Most of the offerings on Socket 1366 are too hot. You will probably want to keep your processor Thermal Design Power under 100 W; if heat is a bigger consideration than cost, you may want to go even lower with energy efficient models, both Intel and AMD have them.
Currently I think Intel has the edge in performance, but since cost is also a factor, that keeps AMD in consideration since they are generally cheaper. Intel performs better clock-for-clock, and has Turbo-Boost.
What type of computing you plan to do will influence how many cores and what clock rates you will likely be considering. I'm guessing 2-4 cores would be appropriate.
Whether or not you plan to do gaming will influence what assortment of PCIexpress slots you need (1 or 2 x16 slots). Dual graphics cards means more heat, and more cost not only for the cards but for a motherboard which can handle them.
Or did you plan to get by on embedded graphics? Not suggested for gaming, but it would bring the price down.
For RAM I would start with 4 GB for almost any purpose; again it depends on what you need to do.
Do you feel a need for SATA3.0 and USB3.0? Firewire? Anything else that would not be found on a low-cost mobo?
AM3 with single x16 slot, starting ~ $60
Socket 1156 with single x16 slot, starting ~ $70
4 GB RAM (2x 2GB) DDR3-1333 starting ~ $75
I like all solid capacitors, but that costs a bit more.
If your system is quite old, perhaps you ought to get a new power supply as well. New hard drive?
Otherwise, not much else I would add. I'm guessing a dual-core CPU would be enough for your needs. Program compilation does not benefit much from extra parallelization.
If the $200 soft limit includes the price of RAM, then you could probably still make it work with AMD parts. I don't think that would be possible with Intel. I will stick with my initial suggestion of 4 GB RAM.
Phenom II are better than Athlon II in having more cache and a few other details. Athlon II are cheaper. Note the 65W bin of the dual core Athlon IIs, since you mention concern about thermals.
CPUs - AMD
Dual core Athlon II X2 $51+ 65W
Dual core Phenom II X2 $86+ 80W
Triple core Athlon II X3 $75+ 95W
Triple core Phenom II X3 $89 95W
Quad core Athlon II X4 $89+ 95W
CPUs - Intel
Cheapest Socket 1156 is $100, rated 73 W.
You don't need on-board graphics since you have a card, it doesn't sound like you're into overclocking, so your mobo requirements are not extreme. My personal preference has been for Gigabyte for the all solid-state capacitors, but I really don't have much experience with other brands for comparison.
I would not get the i5-750, because i5-760 does not cost more - in case you want intel for sli enabled boards which is not possible with a current amd board and amd chipset (only with nv chipset). Maybe a X4-965 BE is the smarter choice for the money as USB3 would currently run faster on AMD series 8 boards. This is true until Intel series 6 boards will arrive.
Be aware that the maximum power consumption is not necessarily the same as the amount of heat that a chip gives off, and is not necessarily comparable between different manufacturers.
I would guess that ANY new AMD chip will make less heat than a pentium D. Right now at idle, my AMD 1090T is a whopping 18.5 deg C with a fairly large but very slow (silent) air cooler. That's a 125 watt chip. My previous, an X2-4800, also 125 watt, made LOTS more heat. I don't remember ever seeing it (heat soaked) run less than about 45 deg C -- and that's with the SAME cooler. Under full load, the X2 would run right up to 60 deg C (its limit) and back off to lower clocks. This 1090T won't go over 35 at full load.
And before anybody says something about the sensors... the finger-test confirms it. Believe me, you can feel a 25 degree difference with your fingers easily. Its the difference between frozen ice and nice-and-warm. Or in this case, nice-and-warm and you-dont-really-want-to-touch-that.
Also note that you can make a fast chip give off less heat by forcing it to slow down... i.e. the difference between an AMD 1055T at 95 watts and an AMD 1090T at 125 watts is 400 MHz and the associated difference in voltage.
In other words, don't worry too much about the heat. Better to force it down, that way you can let it rip any time you want to. You should think more about how much heat it makes with respect to the work it does in making that heat.
I know you say that you prefer the M/B+CPU to run you under $200, but you say it in a somewhat flexible manner.... if you don't mind upping it to... say... $300-ish, you should consider yourself an X6-1055T (the 95 watt version -- also available in 125 watt, so be sure to check) -- the chip should cost about $225, add in a 785G or 880G M/B for under $75, you're in at about $300 for the M/B + CPU.