depends if you are a hard core Gamer or Not?? I play games and do other stuff so I went with The i7 860 instead of the the i7930 because it's a more efficent chip!
also do you plan on Crossfire or SLi? i just went with a single 5870 and in a few years upgrade the next best single card
To clarify what the thinking is here, you can buy a faster i7 900 series chip and spend a thousand bucks there but the potential of the less expensive 930 cpu when overclocked makes it wasteful to spend on processor speed when you can get decent cooling for less than $100 and hit blazing speeds.
Also keep in mind most games dont utilize multi-threading so the way to get the best results out of your processor for gaming is by getting the clock speed as high as you are comfortable going.