sqrl is right, your main problem is probably the memory.
What is your budget, and when do you want to upgrade?
If your budget is under $100, adding a gigabyte of RAM would probably help a lot, since you like to run a lot of programs at the same time.
The E8500 is probably not worth the price difference over the E8400, so for the next step, I'd recommend the E8400 (around $200), some P35 or G33 based motherboard such as this one http://www.newegg.com/Product/Product.aspx?Item=N82E16813127031" ($60 after a rebate) and 2gb of ddr2-800 ram (around $40). The G33 chipset includes on-board video and P35 does not. If you want to go this route but save a little money, you can swap the E8400 with E4500 ($125) or E2180 ($80), especially if you want to try overclocking to get better performance.
If you want to spend more and can wait, it might be worth waiting for the Q9450 ($350?) to come out in a month or two, then get the motherboard and memory as above. The benefits of quad-core vs dual-core are debatable though.
If you play games or do anything with 3d graphics then your video card has to come into question as well.
