I have a q9400 and had a c2d before, but in terms of gaming performance, like they all said, you're not going to see much difference. If you do other things like video and audio encoding, you'll notice the extra cores, but most games aren't made to utilize 4+ cores yet. If not, just stick with the cd2 for now until you want to build or buy a new rig, then you can move up to a i7 machine.
Take the C2Q if you dont intend to upgrade for the next few years or so.
Also, quads help if you are using multiple GPU's. In fact, a GTX 295 run slower on a Pentium D Core E6300 as compare to a lower clocked Q8400.
Also, games like GTA IV and BOut Paradise like quads.