This is where Nvidia's penchant for renaming can jump up and bite you on the ass,
NVidia cards go up in series like this : 7xxx series, 8xxx, 9xxx, 200, 400.
Yes and no. The 8800 GT (G92) had a long run as various different cards, nVidia G92 GPU - Specifications, and Pictures - GPUReview.com
started with the 8800 GT and ended with the 9800 GT (the 9800 GTX is the same G92 core, just with higher clocks), with only slight core improvements along the way. The GTS 250 is nothing more than a 9800 GTX+, again with a few improvements from one to the other, nVidia G92+ GPU - Specifications, and Pictures - GPUReview.com
The 8800 GT to the GT 240 at best would be a side-grade, and more like a downgrade. The only things the GT 240 has over the 8800 GT is lower power requirements and DirectX 10.1 vs DirectX 10, Video Card Comparison - GPUReview.com
All things considering with what you have now and if you want to stay with Nvidia, I wouldn't look at anything less than a GTS 450.