I was prepared to buy the GTX 260. With its specification I thought it would perform very well. However, there were rumors of a price drop because of the incredible performance from the 4870, and I waited. I am glad i did, the 4870 performs better than the 260. There are a few negatives though, the 4870 is much much hotter and consumes loads of electricity.
From my experience CFX has been greater than SLI, but it varys between person to person. I would have to say the 4870 is the card to buy.