I honestly wouldn't bother right now. I've got an E8400 and have come to the conclusion that there's little point in going to a Penryn quad and will wait to go quad i7.
Personally I'm waiting for Lynnfield later in the year. This will be a lower-cost variant of the i7 on a smaller socket with a dual-channel DDR3 controller instead of the triple-channel one in Bloomfield. There will be a new lower-cost chipset to go with it too so both the CPU and motherboards will be more like current Penryn prices. DDR3 should continue to drop in price too and should hopefully be pretty cheap by then, plus you'll only need pairs rather than triples of it.
My thinking is new CPU, mobo, memory & Windows 7 in one go