I agree with Mactronix, there's a good chance it could be more CPU related than GPU related. Here's the run down on the three cards you mentioned
HD 4870: Unbelievable performance for the money. The GTX 260 is a good purchase now that the 4800 series came out, but it's still more expensive than the 4870 without deals and doesn't support DX10.1, and performs a tad bit slower.
GTX 280: Unjustifiably expensive, not a very good purchase
9800GX2: A higher performer than both of the other cards, but not by a huge margin. Is also more expensive than the 4870, uses almost twice the power, and does not scale as well as a single card solution.
But as Mactronix said, it's not a good idea to upgrade for just one game, especially if it might not be the GPU that's hindering performance.