For gaming, which ever is cheaper. As a purely gaming machine, these CPUs (when at stock frequencies) peform similarly, the 965 may even have the edge. But this doesn't really matter because in modern games the graphics card will limit the performance before either of these CPUs do.
I totally agree with Ritsugamesh's suggetsion for machine, its on a cracking offer this week - well worth getting (with an upgraded GPU and Case).