Most games don't fully utilize more than a few cores, so you'd think there would be little difference between an FX-8xxx and an FX-4xxx. However, AMD's FX CPUs have something called a "module penalty", where cores are in pairs and share resources. If both cores in a module are used at the same time, there's a roughly 20% penalty (in most cases), making an FX-4300's per-core performance far lower than an FX-8320's even in things that only effectively utilize 3-4 threads.
The FX-8xxx CPUs are best, but you should check to make sure whatever board you have supports 125w CPUs, or you'll have instability and possibly a dead motherboard on your hands.