If the two do not differ much in price go for the 9800GTX, since the latter one is more energy-efficient (well, relatively energy-efficient for a high-end gfxcard) than the 8800GTX, so more performance per watt.
See here for a comparison the power consumption etc. by using several high end gfxcards:
XFX 9800GTX 512MB review (Bjorn3d.com) - Power Consumption & Temperatures
GeForce 9800GTX is not a Power-hungry monster - Expreview.com