The only CPUs worth upgrading to (E8400, Q8400, Core i5, X4 620 etc.) either require a new motherboard or are too expensive to justify the small gain you'd see.
I'm not sure you'd notice much of a difference from an 8800GTS to a 4870. Perhaps a $259 HD5850?
If you're ever constrained on RAM, maybe 4GB of DDR2-1066 or something? But if you're not hitting the 2GB limit it's not worth spending to upgrade.







