Well i use a E8400 @ 4Ghz and last night I was playing the street fighert 4 and the CPU use never past more than 60%.
But for example: Talonman have a GTX295 and a quad-core and he never had a bottle neck, but a friend have a E6850 (stock) and a GTX295 and he get a huge bottle neck... So this shows that CPU is importan for "scalability" on SLI or CF....dual or single GPU.