I run a 955 P II BE at 3.8ghz with a gtx 460. high/ult for BF3 with High AF, and low AA
Diablo 3 at highest without AA. (only dips below 60 during a big team fight)
Starcraft 2 at med-ultra settings (ultra textures, and high shaders) I stay well above 60 fps for the first half of a 45 minute game, and tends to dip more towards the end, but not to the point where it's unplayable (in storm of the imperial santcum, which is a DOTA style game)
Borderlands at max with AA and AF at 60 fps.
Skyrim on high/ultra with low AA and High AF dips down to 30 sometimes in certain dungeons and areas (the game is buggy, and was torrented, to boot)
Played Fallout New Vegas on high/ultra low AA and High AF, but the game crashed and no longer works
Hope that gives you a good idea. You could grab a higher end gpu, and the only games that I would suspect that you'd be CPU limited would be starcraft 2, BF3 in a massive 64 player game, and skyrim, in certain areas.