Depending on the make and model of your PSU, you might need to upgrade that as well if you buy either a 4870 or a GTX 260. They are both power hungry cards. I would recommend the 4870, as it seems to do better in many, but not all, games and gets along with the AMD hardware a little better. I have a 8800 GTS in an AMD computer and it doesn't preform as well as I expected.
As concrum said, getting another 8800 GT and doing the SLI route would probably be better, and most certainly cheaper, than getting a GTX 260. Of course, that's assuming that you can go SLI on your motherboard.