You essentially want some decently powered but inexpensive card. The 9400GT is essentially onlt good as a paper weight these days. Look for something in about the 260x up to 270x or 750/750ti line of cards.
Games use more than 2 cores by now, so depending on the GPU, your processor could bottleneck the performance, also mid-high tier GPUs have higher watt consumption requiring of PSUs with higher standards and stability. Otherwise, I'd recommend a GTX 750 ti.
You have to give us the specs of your PSU. If it is very low power, you might not be able to run anything more hungry than a GT630... But globaly, 750ti is a good idea even if your CPU will certainly bottleneck. Maybe it would be cheaper and not so much less powerfull (because of said bottleneck) to take a 7750.
At any rate, I would probably take a graphics card without dedicated power supply.