Besides differing clock speeds, the big difference in the EXXXX processors is the amount of onboard cache. Note however that the E5300 and E6500 are the same in this respect at 2MB, while the E7400 has 3MB. Some games benefit from the additional size, others don't. Of the 3 chips, only the E6500 is going to support virtulization under Win-7 if that's an issue for you (some of the latest stepping E7400's may also, but it is catch-as-catch-can.)
Strangely enough, with it's 13x multiplier the E5300 might possibly give you the higest overclock. Since the biggest difference between the 3 is going to be price, pick the one that seems the best buy to you.