If you want more threads and are willing to spring for a 3770K or 4770K, then go for it. If your app can run off more threads and if those threads play well with Intel's HyperThreading, then you're good. Remember, HT works by allocating unused execution resources to a second thread, meaning, it takes advantage of underutilized resources. This means that if all the threads are practically using only a few very specific set of execution resources within a core (say, they all use only ALU1 and FPU1 all the time), the first thread would leave little for the second thread, which means HT won't help you a lot.
Of course there's the option of springing for a Xeon, and while many desktop boards MAY work with Xeons, it would be best to consult your motherboard's manual or web site for more information. These server-class CPUs support ECC and Registered DIMMs too, which your desktop-class motherboard may not support. These LGA115x Xeons work best with server-class boards specifically tailored to run these server-class CPUs, of course, but server-class boards can cost quite a bit too.
Then of course there's the desktop-class LGA2011 chips which can give you a maximum of 6 strong cores. i7-3960X, i7-4960X... all those pricey chips. These would obviously be the best chips to get without going Xeon, but you probably know that they're very expensive.
Lastly, there's the AMD option. If your workload is primarily integer-focused, then according to AIDA64's CPU Hash test
, even a relatively cheap FX-8350 can edge out even the i7-3960X which costs 5x as much. Unlike Intel's HyperThreading, AMD gives each thread dedicated execution resources, albeit some resources such as the fetch, decode, and branch prediction circuitry are shared, as well as the L2 cache within a module. The link above, however, gives you an idea how an app that's able to use as many cores available and purely stresses integer execution can wring better performance out of the AMD option compared to an Intel option with HT.
AMD FX-8350 / Gigabyte 990FXA-UD3 (rev. 4) / 2 x G.Skill Ripjaws 4GB DDR3-1866 / AMD HD7770 1GB / TP-Link WN723N USB Wifi-N / Samsung 840 EVO 250GB / Hitachi 7K1000.C 1TB / LG ODD / Cooler Master GX650 / Aerocool VS3 / LG W2252TQ / Win7 64-bit