First off. The only way to provide proper "grounding", is to install a grounding conductor from the panel to each outlet. Providing AFCI and GFCI protection to the circuits is helpful, but these devices will not provide "grounding".
If you switch from 2-prong receptacles to 3-prong on these circuits, you should not connect anything to the grounding screw of the receptacles. You should also (technically) install labels at each outlet that read "GFCI protection" and "No Equipment Ground". Though, these labels aren't common in residential situations.
- Replace GFCI breakers with CAFCI breakers and add GFCI receptacles to the first-outlet on each circuit.
This is probably going to be your best bet. In this scenario, the CAFCI breaker provides protection to the entire circuit. The GFCI protection being at the first outlet, means that while the wiring from the panel to this location is not protected, the rest of the circuit is protected.
- Keep GFCI breakers and add AFCI receptacles to the first-outlet on each circuit.
This isn't a terrible option, although the AFCI device will not be protecting the wiring between the panel and the device. Also note that an AFCI device only detects line to ground arcs (parallel arcs), while a CAFCI device detects both line to ground and line to line arcs (parallel and series arcs).
- Replace GFCI breakers with Dual Function AFCI/GFCI breakers.
If you could actually find these (and could afford them), this would probably be your best course of action. Unfortunately, these devices probably don't exists (yet) from most manufacturers.
Check 210.8 Ground-Fault Circuit-Interrupter Protection for Personnel.
...The ground-fault circuit-interrupter shall be installed in a readily accessible location.
And 210.12 Arc-Fault Circuit-Interrupter Protection.
...The arc-fault circuit-interrupter shall be installed in a readily accessible location.
Then Article 100, for the definition of readily accessible.
Accessible, Readily (Readily Accessible). Capable of being reached quickly for operation, renewal, or inspections without requiring those to whom ready access is requisite to climb over or remove obstacles or to resort to portable ladders, and so forth.
Best Answer
I interpret the 2014 code requirement the same way. However the real question is how does the AHJ in you area interpret the code. You might check with him about what they require before making a decision.