Running a 720BE, I see 0 difference at all with 3 cores, or when I unlock my 4th at the same speeds. This is running all games in my steam game list, as well as WoW and BF:BC2. Some of the games from my steam list:
CoD4
CoD:WaW
CoD:MW2
CoH (+all expansions)
CS:S
GTA4 (will mention this one in a sec)
All source games+mods
L4D
Mass Effect
The Witcher
The only exception there I would say is GTA4, it was pinned back by my video card at the time, not my CPU, so the extra core didn't show any difference because of that. However, GTA4 is programmed terribly anyway, and is it worth getting quad for 1 or 2 games that utilise it? Deffinately not.
I think if you're building now, go quadcore as most games coming out in later 2010 or 2011 will have scaling for up to 8 or 12 cores.
Start of 2007, the first C2Q processor came out. People were saying don't bother getting a dual core CPU now for gaming, by the end of the year every new game will be utilising 4 cores. Look how that turned out

I don't think it will be any time soon that we see it being necessary or a massive advantage to have a quad core CPU over dual core