Cooling paste is important, a smidgen of it. Some people experience very hot processors because they forget to remove the plastic on the heatsink before mounting everything.

The 8400 should be faster than the 6600gt. If you can get an 8400GS for no more than 500 SEK I'd say it might be an ok deal, seems to be a pinch better performance than the lowest strength of the new ATI 2400 series of cards.