MSI has the K8MM-ILSR mobo which also has onboard gfx and an AGP slot. It uses the VIA KT800 chipset. The S3 Unichrome gfx is not good enough for serious gaming, but
AFAIK there's no better onboard gfx available for S754.
I've used a few K8MM-ILSR's (with A64 2800+ and separate gfx cards) but not the K8S-MX, and I have not seen a review comparing the two, but VIA has a better reputation than SiS regarding chipsets.
The K8MM-ILSR is a decent budget mobo with onboard Firewire, SATA, RAID, but no Gigabit LAN.
No, you don't need a 64-bit OS or other 64-bit software to be able to use AMD 64 processors. A64 CPUs are fully compatible with current 32-bit software. At present, for the average user, A64 systems are just like fast 32-bit computers.