The 8600 is DX10 capable but to actually play DX10 games you have to turn down the graphics, which defeats the point. If you can't scrape together enough money to get an 8800 or a X2900 then you should get a 1950 or a 7900.
The 7900gt is faster than the 8600gt, but it requires more power then the 8600gt. And since your running a 6200 you might want to check you PSU. If you need a new PSU for the 7900gt then it will suddenly be a bit more expensive.