The socket AM3+ does support ECC (if you choose the right motherboard, ASUS usually do...)
Yeah, I have standardized on Asus for all my builds, and the ECC support is one of the reasons.
If you want ECC for cheap you could buy a lower-end socket AM3+ processor like the FX4350
My most recent build was an FX8xxx part. FX8350 I think.
otherwise Xeon is clearly the better choice.
I have made the choice to not give Intel any of my money if I can help it. I don't like the unethical games Intel plays (example).
Processors are so fast these days anyway, that the difference between the best AMD and the best Intel are not that big a deal for my purposes. And while AMD loses on absolute performance, they generally win on performance-per-money-spent.