I'm not sure about CoD an Battlefield (never interested in the series anyway, now totally lost in dozens of sequels), but that Starcraft2 requires a bit more graphics power, then years old AoE3 or even WoW&W3 (which are as old and had outdated graphics even when brand new) shouldn't be a suprise.
I can't see any reason of getting 9400 GT (unless where you buy has weird pricing). You can get 9500 GT for the same price (even with 20$ rebate). And even better just invest another 15$ and get yourself 4670 or 9600GT.
But even with 9500GT you can run COD5 fine on Max up to 1280 resolution.