I purchased the E6000 over the E6400 because of the 4mb. I have ran my e6000 on air upto 3.6ghz stable. I currently have it set to 3.2ghz running 800 ddr2 using a 8x multiplier. You will find my other posts with screenshots and exact settings used.
if ou have the money get the e6600 its faster at stock (due to its higher multiplier) if you find you can overclock it that much hen it will be fx62 beating performance, the e6400 will not be (athough it is very good at beating md dual cores).
any way you choose get a good cooler (freezer 7 pro, tuniq tower etc) or liquid cooling even for the quietness and lower temps seeing as you have the money.