When Hell freezes over, buy a Xeon CPU for gaming...or anything for that matter. I've seen a 3.9GHz Xeon get bested by a 3.4GHz P4, if you want to go Intel, get a Intel P4 640 or 650 (3.2GHz/3.4GHz), it will be better. If you want loads of Cache, get an Itanium 2, I think they have one with 14GB of Level 13 Cache now, that might suite you.
~~Mad Mod Mike, pimpin' the world 1 rig at a time