Well, if you wanted to save some dough, you could go with an E8400 or E8500, monster overclockers. I don't think it would be too much of a difference from the 9400 in gaming, but someone can correct me if I'm wrong.
I don't doubt the quad is better. I'm just thinking about saving some bucks and still getting good performance. Maybe I'm jaded and don't see much of a point to building a quad core for that much money unless it's an i7, haha. Not that we could fit a good i7 build into a grand.