The biggest difference is LGA 1156 vs LGA 1366.
LGA 1156 is designed as a mainstream socket / chipset (P55 / H55 / H57). To my knowledge, it DOES NOT support SLI at all, and Crossfire is limited to x8/x8 or x16/x4. It also has dual channel memory (2 paired DIMMs, 4 memory slots total) rather than triple channel. In general, it performs slightly worse than an LGA 1366 setup, but also tends to cost quite a bit less and consume less power. It does have an integrated PCI-E controller, meaning that you MIGHT see slightly better performance than X58 in a single card to single card comparison, but the differences are negligible.
LGA 1366 is an enthusiast socket / chipset (X58). It supports x16/x16 SLI and Crossfire, and supports triple channel memory (3 paired DIMMs, 6 memory slots total). The motherboards will be a bit more expensive, and things tend to run a bit hotter and consume more power.
If you're really into overclocking, need as much memory as possible (more than 16 GB, for example), want the absolute highest performance possible, or plan to use SLI, go with the i7-930 and an X58 motherboard. If you want 95 percent; of the performance for a bit less cost, the i7-860 and an LGA 1156 will suit you well.