Hm tough one. Tbh there isn't a whole lot between them - in tests most reviewers couldn't get the 140w version anywhere near that.
Are you planning on doing any small overclocking? If so you might just get the 955 BE instead. The 125w 965 BE's overclock better but you're talking the difference between 4ghz and 4.2ghz, something that doesn't really matter if you only plan on being at 3.6-3.8ghz.
If you aren't going to overclock, I'd save the $45 and take the 140w cpu.