I only came to this threat to stare at Twist's avatar!
I know the 8 Series cards handle PhysX pretty well, it certainly takes a strain off of the CPU.
For the price of an 8600, I'd probably say it's worth it. There's games that use it, but don't make it so much of a deal. Like, Brothers in Arms: Hell's Highway, I noticed when it was installing, it installed PhysX Drivers, yet, it didn't state on the box or anywhere else that it used them. When you're in the game, fences, body parts, other things... blah blah blah, basically, things blow up!