Depends. There are AGP models of the 8600GT out there. You need to find out if its PCI-E or AGP first, then go forward from there. If you have the AGP model, its really not worth just upgrading your video card as AGP is dead, so there isn't anything out there worth buying that uses that format (what is left out there is horribly overpriced).
If its PCI-E (which it most likely is), you have many options depending on your PSU. Really, we need more info on your computers specs as well as what your budget is though to give you good advice.
Alright, got that in before your last post. So yeah, post your specs and budget and we can give you some suggestions.