The difference in performance between the 940 and the 955 is huge. However, I put that down to the boards. The 940 is running on an old Asus M2N-SLI Deluxe (BIOS 1701) which is SATA I, SocketAM2/AM2+, DDR2 up to 1066 and does not officially support the chip. The Gigabyte is an AM3 socket only, which is not compatible with the 940.
That said in my 13 years of PC building the 940 chip is the biggest performance increase I have ever experienced from any upgrade, that old Asus board is now running 3 times faster than when I bought it 4 years ago, incredible! This is the main reason why I did not go with Intel i7 920. AMD has the best upgrade path.
Your current clock speed is already faster than the stock clock of the 955 and I see your board has a 790GX chip set you should be able to overclock comfortably to 3.6 GHz, have fun. In my opinion you have a very good chip, I would only change it for an AMD 6 core.
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Gigabyte GA-MA790FX-UD5P, 955 BE(C2)@3.7GHz 1.425V,Geil Value 4GB DDR3-1600,
ATI 5850 1GB, CM90 II Advanced, 1TB Western Digital Caviar Black, 4 HDDs, Jeantech Storm 700w,
Asus Xonar Essence STX, Pinnacle PCTV 3010iX Dual Analogue + DVB-T.