There is not much difference between the E7200-E7400 so I would go for the highest model as it can overclock better due to its higher multi. As long as it is not much more expensive, it should be fine.
Ewiz (superbiz) has the retail boxed e5200 for $66. It will run games fine. Check the "cpu support" section for your board on albatron's website to see if you need to flash the bios for newer cpus like the 5200.
Pentium Duel Core is a cache reduced C2D and there for suffers in some areas such as games, however Pentium Duel Core's still game just fine at higher clock speeds. It's still above AMD clock for clock, just not as impressive as say the E8400.