Of course there is a difference. The Q6600 is a quad-core, the E8400 on the other hand is a dual-core. The second difference is that the E8400 has a newer architecture and has more OC'ing capabilities which let you OC it by 1GHz on air easily. And as ThatGuy16 said, the E8400 would win on gaming. For multitasking though, the Q6600 gets all the cookies!
Hope that helped!