Okay, so here's the deal. I can upgrade only one of those things (my GPU is okay).
The best CPU I can get without changing my 65nm Motherboard to a 45nm one is Intel Pentium Dual Core E2240. Also, I have 2x1GB DDR2 RAM... I think it's 800 or 1066. And I can get a 2x2GB 800 Kingston DDR2 or a 2x2GB 1066. Of course, 1066 is much more expensive than 800, but... yeah.
So what'd benefit me more? I've got a 9800 GT 512 GPU right now.
The best CPU I can get without changing my 65nm Motherboard to a 45nm one is Intel Pentium Dual Core E2240. Also, I have 2x1GB DDR2 RAM... I think it's 800 or 1066. And I can get a 2x2GB 800 Kingston DDR2 or a 2x2GB 1066. Of course, 1066 is much more expensive than 800, but... yeah.
So what'd benefit me more? I've got a 9800 GT 512 GPU right now.