higher dpi basically means that for a given measured sensitivity you have more actual directions that you can aim in (higher dpi have a higher base sensitivity for the same resolution as anything else, this is where ingame sens and m_yaw come into play, basic stuff)
so if you have one inch per 360 then a 400 dpi mouse will let you aim in 400 different discrete horizontal directions, a 1600 dpi mouse will let you aim in 1600. yes, it's a dimensional measure, not an area measure, if you get that and needed to know.
the only thing insane high dpi like 3000+ is useful for is playing with insane high sensitivities in games where you have to hit small targets.
for tf2 of all games you do not need more than 1600 unless you're playing sniper with a sensitivity above like 0.5 inches per 360 or some insane shit. getting a better mousepad or better glides for your mouse is a better investment than getting a new version of your original mouse with quadrupel the dpi, as long as you have a decent mouse in the first place.
https://dl.dropbox.com/u/1811521/awf2d.png
what you should really wonder about in a mouse's sensor is malfunction speed (especially for low sensitivities) and acceleration, jitter, prediction, surface compatibility, etc -- not whether the dpi is 3200.