DX 10 games will depend on a DX 10 card to play games. Such a card will in turn need a fast CPU that won't overly bottleneck it. Either processor will work, but a properly OC'ed and cooled system will always beat stock regarding price/performance.
The extra cache will benefit overall performance, but it isn't a magic bullet for DX 10 games. Having said that, the E6600 processor will OC higher than a 6400, and the EX6800 higher still.
Bottom line? Get simply what your budget will allow. With Conroe, you can't really go wrong. But if you do OC, you should get better memory and a motherboard (look for Corsair XMS2 and the ASUS P5B). There's other comparable components, but I'm too lazy to list them.
PS: I'm not even sure that mobo will work with Conroe, considering its chipset. Stick with either 975X or P965 to ensure compatibility.
Thanks for the advice. Unfortunately that mainboard doesn't support C2D (stupid scan.co.uk specs saying otherwise!), so I'll get a 965 board. Do you think that a stock E6600 will outperform an OC'd E6400 for gaming, or is 2MB cache more than enough for DX10?
Yeah, I was thinking about upping the RAM. Thing is, I don't really have much more money to spend. I think I'm going to wait about 3months before buying now. That way I'm hoping DX10 cards will be more commercially available and so I'll be able to afford one (I don't think I can justify spending £300+ on graphics)