Matlab sells a new multi-core addon ($1k) that allows you to program specifically for multicore & multiprocessor situations. I recently built a machine solely for crunching massive amounts of matlab data.
What we found to be a great build was a Core i7 extreme 3.2GHz with 12GB of RAM, while running 6 instances of matlab using a batch script to execute them all, since our computations were not multi-core optimized or aware.
It cut down a 30 hour marathon of computations to 5 hours.
Hope that helps.