The 9800GX2 is a bit dated, I just picked up a pair of 250's for SLI and noticed a difference over my eVGA 9800GX2 KO. (they were $109 on tigerdirect a week or so ago). But I'll agree with jyjjy grab the 260 (unless you're broke like me) then grab the 250.
I would get the GTX260 216, its a safer bet and if you SLi them you will get a GTX295 basically. Its future proof for now so id stick with it if you are planning on getting a motherboard eventually. If you were to scale a 9800x2 you wouldnt getm uch out of that quad sli as most games wouldnt scale well with it and so me would crash. Not to mention the heat and power supply would have to be a 1000W PSU. SO for scaleability forget about it.
Get the GTX260 or if you have money to spend get the GTX275
It really depends on the mobo you have (or at least if you plane to have a multi-gpu setup with your current build). Call of Duty does tend to run better on the ATI architecture, though. Either card would be good, but make sure that if you get an HD4870, get a 1GB version (and if possible, try to get the best warranty possible-as I posted before, XFX offers double lifetime); if you get GTX 260, get a 216 shader version (ditto on the warranty-XFX, EVGA, and BFG offer different forms of lifetime warranies)
I say go with a 4870 1GB or 4890 from XFX for their double life time warranty if that's what you're worried about. Anyway, if you were strictly choosing between the GTX 260 and the 9800GX2, I would say go with the GTX260. The 9800GX2, while generally faster than the GTX260, is pretty much abandoned as far as driver support.