Thinking of buying a new CPU, but my motherboard gives me hard time

So, on the verge of Skyrim being released and me wanting to max it out my current rig is:
Gtx460 1gb version
4gb ram
Dual Core e6600, 2.4ghz
Win 7
Asus p5n-e sli

I have been able to max out for example Crysis 2, Rage, Witcher 2 on 1920x1080 res.. I`ve heard tough that in order to play Skyrim on ultra settings I need a better CPU. But to be honest I don`t have much to spend so I`d propably have to get something from this list: http://www.cpu-upgrade.com/mb-ASUS/P5N-E_SLI.html to go with my old motherboard.. assuming I can find something good.
Any suggestions, is there any really good cpus on the list above? Or is there even any point for me to buy an older than-i series cpu? Is there any really cheap but reliable motherboards that could support new CPUs?

Hardly worth it http://www.newegg.com/Product/Prod [...] 6819116371 for a the speed bump but you could always overclock your current one for similar performance increase.

I`ve never tried overclocking anything, and I tried accessing my BIOS 5 minutes ago and all the adjustable options needed to oc were on grey and so forth I was unable to do anything.. if I can (safely?) overclock my current e6600 to gain increase in performance then it might be the smartest thing to do altough as I said, I`m a total newbie to overclocking.

Hmm ok thanks for the help, I`m going to dig into overclocking now before making any rushed purchases..

But 13thmonkey, if I would invest into a quad core I would naturally want an i-series CPU and then I`d have to buy a whole new motherboard too, there are some core 2 quads my motherboard supports but cheapest ones that I can buy from channels I know start from 140 euros (and with that money I could get an i-seris CPU) :s Tried ordering stuff from newegg 4 years ago but they refused to deliver into Finland, dunno why.