well - one big advantage quads have over dualies . . . if you do a lot of video/audio rendering, or work along those lines, a quad core can breeze through the workload much quicker than a dual could. When it comes down to CPU-related rendering and filtering, the more cores, the better.
The reason we don't see much FPS boost in games is that most games are optimized for two or three cores at the most. I can only think of a few games that can make use of all 4 cores properly . . .
but, it's a bit of future proofing as well. Considering how long CPUs last nowadays, a quad core could easily hold you over for (estimating here) 4-5 years. We don't have that many programs that can make use of 4 cores properly, but more and more programs are slowly hitting the market that can.
Quads can also clock pretty high - but it requires a lot more work than with a dual. Also, as Dan pointed out, they produce more heat as well. In CPU-heavy workloads, OCed, compared to dual-cores, quads trump out. Most duals can't even keep pace with mild OCed quads when looking at just CPU-heavy benchmarks. Game benchmarks, though, are a different story, and duals look better here. Mostly, as I mentioned earlier, most games aren't optimized for 4 cores yet.