Tom's Hardware looks at Intel's new Pentium IV which features hyperthreading and how it may affect PC games.
Stardock's own Galactic Civilizations, due out early next year, makes heavy use of multithreading and gains a great deal on the new Pentium IV. GalCiv along with other games are discussed at length in the article.
Check it out: http://www.tomshardware.com/game/20021228/index.html