Generally speaking, the Q9400 is reasonably priced. The Q9450 is the next model up and basically the main difference is that it has 12MB of cache instead of 6MB. However, there will likely be a large difference ($75 - $100 USD) between the two. The extra 6MB of cache is great if you want to do things like Photoshop / 3D rendering / encoding movies (probably gives a 6% - 8% increase in performance), but does nothing for games.
Also, you need to make sure your motherboard is compatible with whatever LGA 775 CPU you intend on buying.