Most iPhone games don't necessarily benefit from the speed boost granted by the 3GS outside of load times, because they were designed to run well on a 3G. That means that the most noticeable changes are found in games that run poorly on a 3G, like Namco Bandai's portable Katamari game, i Love Katamari. The difference is significant enough that Namco might as well have launched the first 3GS-only game six months before the release of the 3GS.
1UP's Jeremy Parish offers some hard numbers about the improvement in speed in the first part of his 3GS review, comparing the speed of the in-game clock on a 3G to one running on a 3GS. The clock still doesn't run in exactly real time, so this is a bit confusing, but for four minutes of game time on a 3G, over nine minutes elapsed. The same segment of the game passed in under six.
For another, less mathy comparison, check out the (slightly shaky) video after the break, which shows the game running on both phones.