The way I see it with gaming concerning the E8400 and Q6600 is this:
Any game graphically intensive enough where you want all the system power you can get is going to be completely gpu-bound anyway concerning these two processors. Anything less demanding, like an older game...it doesn't matter anyway...again, all video card.
The big question is when an overclocked E8400 is going to be realistically needed over an overclocked Q6600 in gaming. Will that come before or after 3-4 cores of a quad-core start to be used regularly in gaming?
Now if you just want to play the benchmark game, then sure, take the E8400. Not my thing though.