These are both dual core, but are hyperthreaded (4 threads). They both compete with many of the mid range quad cores and are based on the Sandybridge architecture so they perform very well and do a lot of work clock for clock.
The Intel Core i3-2125 is the same as the Intel Core i3-2120 except that it has the better Intel HD 3000 Graphics.
The difference between a dual core and a quad core to do with the software and the micro architecture that is being used on it right now. Comparing an Intel Pentium® D 950 at 3.4GHz to a modern Intel Core i3-2120 at 3.3GHz would the see the Intel Pentium D left in the dust because of the better micro-architecture.
Your options are basically the dual core i3-2100 or the quad core Phenom II X4 965. For pure gaming without overclocking (an i3-2100 cannot be OC'ed), then either one should be fine. The core i3-2100 will give you slightly to somewhat decent better performance at 1680x1050 or lower resolution, but at 1920x1080 or higher, the difference narrows down / disappears.
The Phenom II X4 965 can be overclocked so it's performance will be better in games than the i3-2100. Of course, it is recommended you buy a heatsink capable of handling the extra heat.
If you do things that can take advantage of more than 2 cores, like encoding video with the x.264 codec, then a Phenom II X4 965 will perform better than the i3-2100 even if the Phenom is not overclocked.
Intel employee tells people to buy an Intel product. Real shock there right? I swear its like an end-run around my ad-blocking software.
In all seriousness, yea what country are you in, and what specifically do you need the CPU to do for you?