Why don't you set your system up with the FX5500 and see how it runs first? I would do that simply to avoid nasty surprises that sometimes come with older hardware, but even more importantly, you should be able to try some of the games you're planning to play and see how they play and how the CPU usage goes when you're playing (you should be able to get semi-playable frame rates on source games with all details set to minimum).
Your CPUs is most likely going to be the bottleneck, but remember that the GPU usage depends a lot on the resolution and video settings. If you're happy playing with minimum details, the 8400GS will do the job just fine but if you're looking to pretty it up a little, the 9500GT might be more appropriate. I don't know how well source games run on either GPU, though, or how CPU intensive they are, but I doubt the 9500GT would net a significant performance increase. Having said that, if the price difference is small, I would get the 9500GT just to be sure that it won't be the GPU bottlenecking, but if you'd end up paying a lot more for the 9500GT it wouldn't really be worth it on such an old machine.