Found an intersting thread over on ocforms. They have compared the e8600 (which is on the new E0 stepping) with the e8500 (which is on the C0 stepping) by underclocking both to 3ghz, and found that the e8500 is slightly faster, due to slacker cache on the e8600. Most affected is graphical performance.
Quote from thread: Stilletto-"Well, my last e8500 topped out at 4.02 stable with acceptable voltage. I am running this 8600 at 4.42, and of course, it smokes on the number crunching at that speed, as it damn well better..HOWEVER, it is giving me less graphical performance(slightly) at 4.42ghz than the e8500 was at 4.02"