I Have a Pentium D 925 3 GHz 2MB L2 Cache FSB 800 MHz
and I can replace it for a Pentium DualCore E2140 1.6GHz 1MB L2 Cache FSB 800 MHz.
Which one is better for gaming?
Dual Core, You can overclock it to 3.0 on box cooling and stock vcore. It is also very cheap CPU. Now I have that settings: http://jackill.frih.net/cpu_gpu.jpg
Crysis @1680x1050 - 40fps on high detail.
Race07 @1680x1050 - 80-120fps (solo) on full detail AAx4, Anizo 4x
Next week I will be testing Bioshock 
for sure overclocked CD is good choice for games. Dual Core all the way. I would recommend staying away from the quad-cores for a little while longer, but dual-core is definitely gonna be your better gaming choice.
but Pentium D 925 is DualCore too and has 1MB more of L2 Cache.
I can't afford additional cooling, i'm gonna use it as is. is it still a good choice? 
E21XX -> Core
Pentium D -> Netburst
Pentium D != Core
Pentium D is consuming more power, emitts more heat & You can't overclock it as good as Core. Buy Core.
i would also have to say core
Look up it all at Wikipeidia.com. Basicly the Pentium D was the first Intel Duel Core, it wasn't bad for it's time, but the Conroe 2.4Ghz Stock 3.6Ghz OC-Air(Core 2 Duo) is much better. The next generation of processors is the Penyns, with the Wolfendale the name of the desktop model that runs about 3.0 Ghz and OC on Air to an easy 4.0Ghz. The cream of the crop and the best processor to get right now by far is the Yorkfield Intel's Quad Core Processors it runs slightly slower then the Wolfendale when OC to like 3.8Ghz, but it is a quad-core with a large memory cache and only cost $250.
Finally core is the best choice, less heat and power, and more perfomance even though the L2 is too short.
isn't pentium D dual-core, though it is the first generation. if u r referring to core 2 duo, then obviously core 2 duo is better than pentium D.
There's a good article at Legion Hardware about how to overclock a Pentium Dual Core E2160, with lots of images and graphic stats, awesome!! 
Mine E2160 is now @2.9 on stock Vcore And will be 3.2, when I change cooling and PSU 
2x more fps in CPU bench in Crysis after OC from 1.8. The dual-core is simply 2 p4's smashed together on a faster fsb. The core is actually a dual processor from the begining of creation. The dual-core was made by intel to compare to amd's x2 processor and was shot into production in just a few months.
