Originally I was going to build a 6 core machine, but 6 cores weren't released yet.
I went with a AMD quad core.
Most games are only coded for a single core.
Some are being coded for dual cores now, but it is overkill.
The CPU is like a traffic cop, directing traffic.
What effects the graphics performance most, will be the graphics card.
Make sure to get a good graphics card. The ATI 5850, 5870 and 5770 are all popular choices right now.