Upgrading...NEED HELP!

upgrading just the CPU with the 939 socket and same ram should gain about 25% in games. You can find some of the faster x2 but they are starting to get rare. MOving to a AM2 socket, with DDR2 RAM and PCI-16 should moved you over 50% faster and more on some games. You also have more upgrade options. The 939/AGP options would be the last upgrade option, AKA dead end.

Socket 939 CPUs are getting harder to find at the moment. Maybe 2-4 months ago you could find a 4400x2 but its where a 3800x2 is about it now. If you do find anything higher than that, expect to pay a premium for it. :? The Optys are still out there though.
Regarding AM2, you'll get a much better deal buying an AM2 cpu compared to a 939. A few months ago I paid about $200 for one of the last socket 939 4600's and now the AM2 version is less than $120. The 3800 x2 is going for $80 right now.
More RAM will also help with those games, but DDR1 is expensive right now. Value DDR1 RAM is a bit more than the cost of performance DDR2 RAM, especially in 2x1Gb packs, which really blows.
This x1950xtx is still going strong these days.

If you go to newegg.com you can find the parts listed below. This whole build is about $725 right now. You could sell your old system and buy this even cheaper- net price. If you wait awhile for the AM2+, there will be more than the present one MoBo ready for it. We're at a critical junction right now, waiting for new CPU's and Graphx. In a month, this will clear up.

f61

I don't think "future proof" should be applicable to computer building. A new term should be "future resistant" or (haha) "future retardant" Socket 939 is still a formidable base, however its reaching its potential thats currently the problem. This applies to users who caught on late to this socket. Now all the good CPUs have dried up and memory price is high. Its just bunk.

edit: Selling you old rig or parting it out is a good way to lower the price of an upcoming build. I sold my old 3800 venice core for $50 on craigslist to pay for my soundcard.