The Optiplex GX520 Mini tower has two PCI slots and one PCIe x1 slot. The small form factor and ultra small form factor versions have no PCIe slots at all.
Thus the only GX520 that has any hope of doing any decent gaming at all is the mini tower, but PCIe x1 cards are limited to the low end.
You could get creative by carefully cutting out the end of the PCIe slot to plug in an x16 card to run as a x1 but the old CPU and being limited to a max of 4 gig PC2-3200 makes that not worth it.
Yes, despite what Dell says, a GX520 can take 4 gig, if you get two of the right 2 gig sticks.
With a PCI ATSC tuner card and a PCIe x1 GPU with HDMI a GX520 could be turned into a cheap DVR.
If you can find one real cheap, a GX620 board will drop right in and you'll get 4 DIMM slots (still limited to 4 gig), a PCIe x16 slot and two more SATA ports so you can swap out the IDE optical drive for a SATA one - heck, go for two, or install another SATA drive in the floppy bay.
Going even crazier, if you want to do some metal work, other similar size BTX motherboards may be made to fit. You'll have to cut out the I/O panel area because it's a permanent part of the Matrix "Smith" case. (All three of the GX cases have names taken from The Matrix movies.) You'll also have to hack the front panel power, LEDs and USB ports.
Fortunately, unlike some *cough*HP*cough* OEMs using BTX, the Optiplex GX series used bog standard ATX power supplies so up-powering is no problem.