A faster hard drive will just load games faster and transfer files quicker. Unless you have little RAM and the operating system is using virtual memory (aka page file) during gaming, a fast hard drive will not help FPS. And even then a HD is a "bottleneck" for RAM. (notice the trend I take with the whole bottleneck argument.)
1) Your best bet is a higher end video card. You can upgrade to an i5 or i7, but you will see moderate benefits in gaming as opposed to lets say a 5870. Granted some games REALLY take advantage of more than 2 cores and the i5/i7 architecture, but a e8400 is very capable.
2)go the 1156 socket route for main stream, or 1366 for highend. There will be 6+core chips coming for the 1366 socket.
3)Yes, but that is a loaded question. PC's are FULL of bottlenecks. My OCed i7 is a bottleneck for my 5870, but not as much of one as if I would have a lowend pentium chip. You can never eliminate bottlenecks in a computer. You can only remove the problem bottlenecks. You wouldn't put a highend card with a lowend CPU because it would simple not process information fast enough for the card and it would be a waste. The bottleneck would be to large to make it worth your while. However, an e8400 will run a 5870 just fine.
4)If you are a gamer, upgrade your GPU first. Maybe next year worry about your motherboard, CPU, memory.
With those games you would benefit most from a video card upgrade.