Correct me if I'm wrong, but I think it all depends on the motherboard. Some MB's come with 4pin and the higher ends come with 8pin so I guess it doesn't matter as long as your motherboard supports your cpu. Just keep in mind that if you do get a motherboard with the 8pin, that your PSU comes with an 8 pin connector and if not you'll need an adapter. The reason being that your computer won't work at all or will burn/melt the connector.
It should be okay with the 4 pin, I'm using one right now with a 4 pin, though my board only supports 4 pin. I'm not sure if any of the LGA1156 boards even have 8 pin connectors for the CPU, I've only seen them on the LGA 1366 boards, mainly for the hexacore i7s.