If I could buy a dual processor quad core system in small form factor for $600, I wouldn’t hesitate for a second. I’m not familiar with the current prices in the US but any reasonably fast quad core system would cost at least 300-400 euros for a basic system over here.
Dual processor systems are usually a lot more expensive due to the motherboards (which are typically marketed as server motherboards) and processor restrictions, meaning that using two ordinary desktop processors will not work. Also it will be hard to create a small system using those motherboards as they tend to be a bit on the big side.
I’m with zanos about buying parts and putting them together. As long as you make sure that the processor fits on the socket physically, there is very little that can go wrong. Most motherboards nowadays have some basic graphics adapter and a network card included, so the number of parts that need to be combined is minimal.
On newegg, there is one ready-made Gateway system for $500, which seems like a reasonable deal. When buying parts, you could probably get a significantly faster system, but this one seems to be nicely small and not too noisy.