At stock clocks the Q9300 is the fastest, then the Phenom9950 barely edges out the Q6600. Things change drastically if you overclock with the Q6600 taking the lead usually and then the Q9300 with the 9950 trailing behind.
Depending on the price of the two processors in your area, either one could be a better deal than the other. I just recently got a Q9300 for $180 USD. The Q6600 costs around the same, but the Q9300 was on sale.
If you compare regular prices of around $189.99 for the Q6600, and $249.99 for the Q9300 on average in online stores, the better deal is hands down the Q6600.
By the way, any quad core processor will be much better for running GTA4 over a Dual core. Also, the Q9300 is more energy efficient than the Q6600, so in that way, it'd be easier to leave it on over the course of several days.