AMD's processors aren't really worth looking at for gaming anymore unless you either already have a decent AM3+ capable motherboard that can handle the high power draw of the FX CPUs and want a cheap drop-in upgrade, or if you are on an extremely low budget and are looking at $65 CPUs, in which case you could make an argument for the Athlon X4 860k over a Pentium.
If those don't apply for you and you can afford at least a Core i3, then Intel is probably the better option, being on a more modern platform with an upgrade path to a Core i5 or i7 if you need a stronger CPU, while also having more modern features. An FX 8300 is pretty much as good as you're going to get on AM3+, everything better than it is the same CPU just with higher stock clockspeeds and somewhat better overclocking potential, neither of which will make a huge difference for gaming.