The p7800mp is Pioneer's newer model, has a full-colour OEL display, and higher voltage pre-outs (I think, it's only about a 1V difference though from memory). The 8600 has Auto Time-Alignment and EQ.
It really depends on what you're looking for. If looks come first, there's no denying that the 7800 is really very pretty. However, if you can see yourself using the extra features of the 8600, then take it for sure. It's still a very nice-looking HU.
Better still, if you can hunt down a Premier p680mp, get that; it has higher voltage pre-outs (and also Pro-mode, if you're interested in it).
Better better still, look into the p880prs. It has separate L+R EQ, but the plainer display may not be for everyone.