You can't compare different CPUs, and especially not ones from different families.
Any given single CPU will use more power when the FSB is increased in a somewhat linear relationship with the clockspeed increase, in theory.
Two CPUs with different clockspeeds will not necessarily have such a relationship, because most CPUs run at slightly different voltages etc. The TDP value for a CPU is usually the given maximum power use of that CPU, but every CPU will be slightly different. TDP sets a ceiling.
A 3.33HGz E8600 could use less power than a 2.93GHz E8400 (or w/e the model number is), but it could also use the same or more, if both are rated at 65w TDP.