It depends on the sensitivity. If you play with a low or medium sensitivity on a normal resolution screen 400-800 DPI is more than enough to produce coherent tracking on screen.
Lets make a 1 to 1 scenario here a 400 DPI mouse will make a 400 px movement on screen accurately (down to 1 px movement which is the minimum distance the cursor can travel on screen) if you move it one inch. So if you think that is not fast enough try it with a 800 DPI mouse that will cover the same area with only 0.5" wrist movement at the same sensitivity (overall sensitivity is higher due to the higher DPI count).
The ratio between DPI and on screen movement is the sensitivity. In order to maintain coherent tracking you should always have a mouse with a higher DPI than the desired movement requires (or exactly the right amount). So if your desired speed is 800 px per inch of movement on the mat you need a 800 DPI mouse or above, anything above that will not make it more precise.
The only thing that really matters is if the sensor is able to track the movement across the surface precisely. My IME 3.0 and 1.1 can do this on a black surface but not on some of the newer mats or my desk for that matter some of the newer laser based mice are much less dependent on surface absorption and can therefore produce coherent estimations on movement on lots of different surfaces.
Before buying a mouse you should consider the following: Your preferred sensitivity at what resolution, ergonomics, and if you use a mat as a surface or play on your desk.
Get a mouse that suits your needs, this is not necessarily a 8000 DPI monster mouse that costs $1,000,000.00, it will not make you any more precise if you play at a low sensitivity. It might even make you worse because high DPI sensors have problems with tracking the surface at high speeds, speeds which only low or medium sensitivity gamers reach.
Wow what a short story haha, hope you understand it.
Oh and BTW: most people prefer a low to medium sensitivity which means that a 800 DPI will provide you with more than enough speed at a less than 1 to 1 sensitivity ratio. The best analogy to this DPI hype is the megapixel war going on in the digital camera industry.