Cpu is somewhat important for gaming, but if you have anything faster than 2.4ghz p4 or 2500+ athlon xp, it's the videocard which will limit your performance and CPU will not matter so much.
I'd say for a budget computer system get Athlon XP Barton 2500+, for a mid-range rig a 2.8ghz p4, and for a high end system a 3000+ or 3200+ Athlon 64. but again especially in higher resolutions like 1600x1200 with anti-aliasing and anisotropic filtering enabled, your cpu performance will not matter whatsoever, unless you have 1ghz p3.