Intel quad cores are very very good, but there really only useful if you can use them.
Think about it this way, if you go out and buy a race car and drive it in city traffic all you have is bragging rights, its the same with a processor of this kind.
However if you do alot of 3d modeling, CAD or high end gaming then a quad core will be good for you.
Also keep in mind that these processors are 64bit.
Is the upgrade from the Q6600 to Q9400 worth it?
Well maybe, you do get a better clock speed, and a higher front side bus, the cache to me seems lower actually on the 9400 but it really depends you would have to really need it.
As for the video card most of the time the only thing is the interface if the video card is AGP you will need a motherboard with a AGP socket, if it is pci express you will need a PCI express enabled mother board.
The other important factors are your power supply Video cards tend to use arround 100 wats so make sure you have that spare and then some, also the case must be able to fit them, heh, some cards are very big. Other than that you don't need much else.
However there should be enough infomation about the device on the manufactures website
