Roughly an nVidia 8800GT = 9800GT = 250GT
The 9800GT was a renamed version of the 8800GT and even some 250GT's were renamed 9800GT's.

Neither the 9600GT nor the GT 240 can really be considered as upgrades as they are both slower than the 8800GT.

Good upgrades would be...

GTX 260 which has a big increase in pixel fill rate, bandwidth and processing power but is limited to OpenGL 3.3 and DirectX 10.0

GTX 460 (1024MB)  which is not only insanely fast but also supports OpenGL 4.1 and DirectX 11. The cheaper 768MB version is not as powerful as it has a narrower memory bus which affects the pixel rate and bandwidth, though you can make big savings if you shop around.

I am still using a 9800GT but if I could afford one I would get the GTX 460.