Like simon12 said, the Athlon II X4 wins 20 out of the 26 tests and is
very clearly the faster CPU of the two. Four of the tests it does not win are SysMark 2007 tests, which are synthetic benchmarks and thus have no bearing on any real-world performance. So once you throw out the useless synthetic tests, the Athlon II X4 wins 19 out of 21 of the tests, and quite a few by a large margin. The other two tests the E8400 wins are the Photoshop retouch test and the Microsoft Excel 2007 Monte Carlo simulation, which are both very notably heavily optimized specifically for Intel CPUs. Also, realize that the E8400 is a fairly expensive high-end CPU while the Athlon II is not. The equivalent to the E8400 would be the Phenom II line, which has an additional 6 MB of L3 cache and up to about 10% higher performance than the Athlon IIs.
2) Do you think its worth it getting a phenom ii x4 955 or should i just get a athlon ii x4 645 (both are around the same clock speed although as i been told clock speed as little effect on speed)
Depends on how much you want to spend and if you want to overclock or not. Clock speed does have a good effect on performance since performance goes up linearly with clock speed- i.e. a 3.3 GHz CPU will be 10% faster than a 3.0 GHz CPU in all usage scenarios. The Phenom II also has the L3 cache, which can improve performance. If you want to overclock the 955 is a Black Edition CPU with an unlocked multiplier and will be a better overclocker than the Athlon II X4.
3) Should i just skip getting amd and just stick to intel seeing as even though they have lower click speeds and all, they are way faster according to that anand tech thingy.
Go back and look at the results you just pulled up. The AMD CPU is much faster than the Intel one- realize that in some of the cases, a longer bar is better and in others, a shorter one is better. Granted, the E8400 is not a new Intel CPU, go look at something like the i3-500 series or i5-600 series for a better comparison. I would not overlook AMD CPUs since they generally offer better performance for the dollar if you are not willing to spend more than $250 or so. Intel's fastest CPUs are faster than AMD's fastest, but you also have to pay more for them- Intel sells desktop CPUs for $1000 but AMD's top out at below $300. AMD also offers a better platform for the dollar as well, since you can go plug a $70 Athlon II X3 into an 890FX motherboard and get 2x16/16+2x8/4x8 lanes for multi-way CrossFire, but you have to pony up close to $300 for the i7-950 to put in an X58 motherboard to get more than 2x8 lanes of PCIe on an Intel platform. Also, the SATA ports on AMD motherboards won't fry on you either like they can on H67/P67 Sandy Bridge motherboards.