Your best bang for your buck is going to be the i5 750. The i3 530 is fine but only has 2 cores, and there's a growing trend to support multi threading in gaming. And DX11 allows multi threading as well. The i7 860s are more if you want a cheaper alternative to the i7 9xx series to do things like encoding and other very heavy CPU multithreading apps. This doesn't really apply to gaming.
I ran benchmarks, and I only noticed there being a CPU bottleneck in one scenario. I compared single to CF 5850s in FurMark. Running a mere 1280x1050 at 0xAA, I only saw about 5fps increase between single and CF. Bring the resolution up to 1920x1080 and the increase stretched to 82%, and with 4xAA it was 90%.