I'd get the i7 860, in terms of lower power consumption it has a lower TDP of 95W compared to the i7 930's TDP of 130W.
What are you planning to use it for? If what you're going to do isn't intensive, i.e. word processing or watching a movie, a Core i3 530 or a Core i5 750 would be a better choice. If you're going to need all that CPU power, than go for the i7 860. It has a higher turbo boost than the i7 930, and is cheaper too (4/8GB RAM instead of 6/12GB, P55 Motherboards are also cheaper too.)
If you're not going to do anything graphically intensive, then I suggest the Core i3 530 or Core i5 650 - their intergrated graphics are decent enough for most basic applications.