IMO most games will run fine in a 1.5 GHZ CPU, I think that if you want great game experience the Video Card is indeed more important than the processor. Many people want the best thing and buy those extremely expensive CPU's like the Intel 3.2 one. I would say to those people:
"What a waste of Money"
Not because its bad, its an extremely powerful CPU, because almost everything today runs fine with a 1.5 GHZ CPU. I f I was in that position I would spend the bucks in a cheaper CPU and the rest left spend it on something else (Like a Nice Video Card). H&h, can I ask you a question: What Video Card do you have?
If you are really wanting to buy a CPU from that list, I agree with most here, get the P4 2.4 800MHZ. Well, these are just my opinions, I myself have a nice PIII 1.4 GHZ running like a Porche!

(But compared to the P4 2.4 it runs like a beetle!

) but for what I do I dont need a better CPU, its just fine for me.
dan