Ummm.... you could have just dropped by your local store and asked them... ? But anyway,
The phenom II 955 BE is the CPU to get. 3.2GHz and 4 cores. Goes for about $150-160.
But really, gaming doesn't just depend on your CPU. Also depending on the rest of your setup, the 955 could be overkill (more than often is) or not enough in extreme cases.
If you asked your friend "I need a gaming CPU?" and he said you want more than 3GHz and at least 4 cores, that's not really an informed decision. If that's what you did, perhaps instead you should give us your system specs and we can help you pick a good CPU for your pricerange and the games you play such that it will not hold back the performance of your video card at your given resolution.
However, if you just want to go out and grab the phenom II 955 BE, you can be assured that it will be at a good price and certainly will serve you well under most circumstances.