Firstly all 4 processor you listed here are 64-bit processors, meaning they can run both 32-bit and 64-bit operating system. The only difference between E8400, E8500 and E8600 is frequency, while Q9650 has 4 cores. See a detailed comparison here: http://ark.intel.com/Compare.aspx?ids=35428,33910,33911,35605,.
Now which one to choose really depends on your application/usage. If you need a lot of computing power (image processing, video encoding, etc.) then Q9650 will definitely deliver better performance. Some performance benchmarks are available here: http://www.intel.com/performance/desktop/digoffice/index.htm?iid=perf_desktop_lhn+digital_office