I'd probably say the quad too. The dual does have the faster FSB, and is the newer 45nm design so it'll use less energy and run cooler... The problem is is that the front side bus keeps getting faster while no other components even come close to keeping pace. PCI-E x16 is as close as it gets, and its still not going to be able to feed that fast of a bus.
Right now, the real problem is getting data from anywhere else on your system to RAM. Particularly the hard drive. While Serial ATA did finally provide some freedom from the aging 33MHz IDE bus, SATA is hardly an improvement. It's current top theoretical speed is about 3GB/s, and that's if you don't include overhead, while even a 1066MHz FSB could pump out data in the over 10X that rate.
So given the push for parallelism in programs, the quad core system is likely going to have a lot more staying power despite the lower clock speed per core and slower bus speed. Just be sure to feed either system with the proper DDR3 RAM for a gaming system. Or in the case of going with the quad core, make sure that your RAM speeds are some multiple of 2 relative to the bus speed. Either exactly half the bus speed, exactly the same as the bus speed, or twice as much as the bus speed. Otherwise you will actually take a performance hit due to overhead.
Ideally you could spring for one of the 45nm quad core chips, like the Q9300. Runs at 2.5GHz per core, but otherwise the specs are identical to the E8400. It will use less energy than a Q6600 and thus run cooler. I have one in my system, and even when it's 80+ degrees inside and 90+ outside, I've never seen it crack 60C on any of the cores. I do a little gaming with it, just Warhammer 40,000 so nothing too demanding by today's standards, but I do run it at the highest settings and I still don't think I've seen it top 59C, with just the stock cooling.