i5 4590 quad core is my current choice
The quad core i5's don't have hyper threading.
Hyper threading is simply multiple (usually 2) threads per core. The only i5 that have hyper threading are the dual core i5 that are then hyper threaded to give 4 threads on 2 cores.
Your 4590 is 4 core, 4 thread so no hyper threading. If you wanted hyper threading on one, then you need to be going for the i7 series.
But as stated above, very few games use hyper threading, so an i7 is wasted, you're better off sticking with the quad core i5. (I say quad core i5, as you don't really want the dual core hyper threaded i5)