The pentium will be plenty fast, maybe not as fast as the E6600 @ 3.9 but should be about compatible to a 3.6 c2d. Overclocking will be very limmited and probably won't work well so I don't think you should count on that.
The 840 will be better than the E6600 @ 3.9 tho if you want to go with it.
Seeing as how close a 2.93 GHz E7500 (with 1 MB more cache than the E6600) is just below the 2.8 GHz G840, there is no way the G840 will out perform a E6600 that is overclocked to 3.9 GHz. If the G840 could be overclocked as well, it wouldn't be a problem.
However, since you said you want to eventually upgrade to a core i5, why spend money twice? Just grab a 1155 motherboard like you want and grab the cheapest Pentium SB (the 620) you can grab. It may not perform as good without being able to overclock, but you'll save money in the long run. Then when you do get the money, you can get a 2500K and overclock the snot out of it (or the 3570K that is coming out in April).
The E6750 is 65nm, the E6600 is 45nm. The E6600 is newer, and while there are no benches for it on Anan, I'm sure its as fast if not faster than the E6750.
However, that is not utterly destroyed. That's a small percentage faster at clock for clock speeds. Now tack on an additional 1.3 GHz and try to compete with the G620 or even G840. Any lead the newer SB Pentiums have will no longer be there. It might be the same performance as the G840, but the G840 won't be faster.
In any event, the newer SB Pentiums are the better choice specifically due to a. Power reduction, and b. allows for an upgrade to an i5.