Duo or Quad

Well, with all of the activity of my recent question on building a computer, I thought I would throw a lighter question out here.

Which processor would be better for gaming, as I do not know much about processors as it is. A Core 2 Duo E8600 3.33 GHz, or a Core 2 Quad Q9400 2.66 GHz.

I know games need speed, so the E8600 looks good, but do the extra cores of the Quad make it better?

Simple answers are all I am asking for, but feel free to provide detailed answers if you wish.

Thanks again in advance.