The 8800GT is about 15% faster average than the HD 3870 thanks to drivers improvements on the ATi card, so if the 9800GTX is about 10% faster at stock speed, you should have a performance improvement between 25% and up to 30% in the best case scenario. Far Cry 2 is so CPU bound, try to run other games and will see that the improvement is there. The game is shader intensive, but is more CPU oriented than anything else before.
Your chip is powerful enough for games by today''s standards, but the E8XXX series is a different beast with it's massive 6MB L2 cache while your chip has only 1MB cache, that's the only difference between the Core 2 Duo E6XXX series and your CPU, everything else is identical including instructions. You may want to overclock your CPU a little, or perhaps get a cheap Core 2 Duo CPU like the E7XXX series or the E8XXX series which are under $200 (Except the E8600), or a Q6600 for futureproof.
In Far Cry 2 I raised the eye candy up to Ultra High and I lost about 2 to 8fps with 8x Anti Alasing (Before was 4x with a combination of Very High/Ultra High), so even I'm a bit CPU bound in this weird but fun game.