[Solved] What part of my system should I upgrade?

This is my first post on anykind of forum, so here it goes!
I have some knowledge about computers...enough to have built the system that I have now. I'm wondering what would be the best thing to upgrade next.
I like to play games like Empire: Total War, and I'm not able to really run the game the way I want, hence the desire to upgrade.
I know that video card is often one the of things to upgrade first to expirience better frame rates, but I have already purchased a second video card, and I didn't really notice a difference once running in sli. After running sli for a year or so, one of the cards went kaput, so I'm back down to one card. The fact that there wasn't really a difference when I was running two cards makes me think that the processor would be the best thing to upgrade, I'm just not sure, any thoughts?

My current system:
Intel Core 2 Duo E6700 2.66 ghz
EVGA 775 Nvidia nForce 680i SLI ATX Intel Motherboard
EVGA 8800 GTS 640 MB GDDR3 PCI Video Card
Patriot Extreme Performance 4GB (4x1GB) 240-Pin DDR2 1066 (PC2 8500) Memory
Western Digital Raptor X WD1500AHFD 150GB 10000 RPM SATA Hard Drive
Samsung 226BW 22" 2 ms (GTG) Widescreen LCD Monitor
Hiper 580W ATX12V Power Supply

Or, you could just bump your FSB to 1600(400) and run that E6750 @ 3.2.

This:
http://www.newegg.com/Product/Prod [...] -_-Product

Is cheaper than this:
http://www.newegg.com/Product/Prod [...] 00&x=0&y=0

Just an idea.

True, but frankly I think it will be longer than 6-12 months before I'd have the cash to build an entirely new system. (currently in grad school)
One other question. When looking at the supported processors for my motherboard on evga's site (thanks for posting that link) I noticed that the Yorkfield processors were specifically listed there as not being supported. I'm glad I saw this because I was specifically thinking about buying the Core 2 Quad Q9650 Yorkfield 3.0GHz. I was thinking if I did upgrade my processor, I would need a quad to expirience the best game play. It doesn't appear that any of the processors on evga's compatibility website for my motherboard are quad cores. Newegg lists my motherboard as being compatible with quad cores, and if fact that is one of the reasons why I bought it in the first place, so what gives?

Hi,
The first thing I'd do is update the DirectX , I believe version 10.0 is out.
The second is add some more memory, your m/b supports up to 16 gig, but if you are running xp pro 32 bit on your system don't add more than 4 gig (32 bit systems only recognize 3.25 gig).
And lastly I would look at a different video card. But be careful not to overload the power supply. If you are running a computer that was prebuilt and fairly cheap, then they usually put the smallest p/s in that will work. You can google "psu calculator" and get a calculator that you input all your hardware on and it will recommend a minimum wattage to run.
Hope this helps.