Thanks for the replies.
I have an E8400 CO and an E8500 CO, both produce similar results and temps. while overclocking. The difference that is being widely reported on several overclockers forums is that the newer EO stepping chips can be clocked even higher, at lower vcore voltages, than the CO chips. This all helps to produce a good stable overclock at a reasonable vcore.
In any case, it is just a matter of time before these great cpu's will all be the newer revision. Then Nehalem should be launching