Quads are the future, but no game can utilize them to their fullest. The potential is present, but by the time games start to fully utilize all four cores, CPU architecture will be far more advanced than at present and the quad you buy now will be much, much slower than the quads available then.
Better stick to a fast dual-core like the E8400 for now. Cache is also a concern, since the cache-per-core on all the quads, except for the Q9x50 and Core 2 Extreme series, is far lower than on dual-cores like those from the E8x00 series. Games are extremely sensitive to cache size, and a larger cache is almost always translated into better performance.