If you're buying a new one go with the newer 3570K, it handles every game you can think about. If you're gonna push the chip to an extreme level in OC'ing 2500K is better, overclocks like a beast. But both are great chips, but go with Ivy when building a new pc.
To be honest, there's a lot of hype over Ivy Bridge. Yeah it's slightly faster compared to Sandy Bridge at the same frequency, there's support for PCE3, but it's not up to the level where you'd notice significantly. If you can find the 3570k on sale, go for it, if not, go for the cheaper 2500k. It's getting real cheap these day.
For gaming, an overclocked 2500k is really good for the price. It's hard to beat it. Fish around for good deals.