The Phenom II is a quad core CPU the Pentium is only a dual. The Phenom II is a better choice in most cases even though the Pentium is newer and faster clock for clock.
Yep, I second anort's advice - there are enough games now that make good use of a quad core CPU that it's worth it unless you HEAVILY play a game that can't.
+1 for Phenom. I just cant bring myself to recommend dual cores anymore giving how the direction of gaming and applications are headed. The 4 cores will be more beneficial in the future.