old debate. You need to be specific with what you use your pc for.
I went from a 3ghz 4200+ x2 to a q6600 as I do lots of video encoding.
Difference was amazing in games as well.
So ignoring the old dual vs quad arguement (search these forums for many opinions on which is best) i would say the following:
If dual is best for you get the E8400. If going quad then the choice is more difficult.
The 45nm quads are about 10% quicker clock per clock over the old q6600. However, they have reduced the cache in the q8200 which in some applications cancels the speed difference.
However, the q8200 should run cooler and maybe get to a higher overclock potentially but the q8200 has a very low multiplier (7) compared to the 9 of the q6600 so you need high end fast memory and a very good mobo to get to high clocks.
eg on a q6600, 3.6Ghz is easy as it's just 9 x 400 (assuming you get a q6600 capable of 3.6Ghz as not all do) and your memory will run at just 800 (pc6400) speed and all mobos do 400fsb no problem.
on a q8200 you would need 7 x 514Mhz which would mean your mobo would need to be exceptional to handle 513Mhz and your memory would need to be able to 1028Mhz (pc8500).
So you may only get to 3.1/3.2Ghz max with a q8200 due to mobo/mem limitations even if the cpu could do 4Ghz.
Lastly the q8200 is a lot more money than the q6600. IMO it is overpriced for the performance and the overclocking limitation. It should really not be any more money than a q6600.
Of course if you are not overclocking then the answer is different again
As much as it galls me to recommend all technology, if you will use a quad then the q6600 is still the vfm cpu to buy. If gaming the E8400 is the best bang for buck in that range