Unless your E6400 is under performing for you, you should just keep it for now as it is fast enough to run most games and if you haven't done so already, just grab an after market CPU cooler you will be able to overclock it even higher. $40 for a good aftermarket cooler is a much cheaper upgrade than a new CPU. Then in the future if you feel the need to upgrade (like when all games are being optimized for multiple core systems) you can upgrade then. The way technology changes, you will probably get something better for cheaper by then, so just hold on to what you have for now.
3.0GHz Dual core processors should be plenty for any of the latest games.