2180 third world price mid class performance (raid0 it for more)
6420 buget buy and high end performace (6320 my buget is really tight)
q6600 best buy and 3.5ghz screaming eagle do it! (you will feel the power with the right hard drive set up)
4000 series skip it
e6600 the olld standard near x6800 performace at near $200 price
I wouldn't discount the entire 4000 series, the E4400 is a pretty good spot between the E2000s and the E6000s, being a bit closer to the E2000s in price and having 2MB of cache instead of the E2000s 1MB.
One good point for the 6420 (I have 6400) is that you can set the Bus to 400 MHz. With 8x multiplier that gives 3.2 Ghz and you can then run PC6400 with a ! to 1 ratio. Not a great performance, but works out nice.
For gaming, the cache doesn't make that much difference, the E2140 will overclock to 3.2ghz very easily giving you more performance than a stock E6700/E6750, that's way more than enough performance. The E6750 will hit 3.6ghz on air cooling, but it won't give you double the performance of the E2140.
That would be my choice, P35 mobo with E2140 - then maybe upgrade to a low price quad core when Nehalem comes out and LGA775 processors start dropping out of supply.
M0 is the latest stepping, it runs slightly lower power/cooling so can potentially overclock higher or run at a lower temp at the same overclock (increasing longevity of your overclocked CPU). It's not hugely worth worrying about, but you might get lucky.