Well the phenom II is not exactly old CPU. It would depend a little bit on the monitor resolution but if you are happy with your graphics quality right now and you want to upgrade you will get a speed bump by going to the Sandy Bridge. I do not think it is necessary to swap out the ram.
Well, the way I read it it sounds like you're really wanting to do a complete overhaul but you want to do it a few parts at a time. If that's the case then I would first get the new Sandybridge, (2500K definitely the way to go) and motherboard. After you do that the video card would be next, but I don't think that video card is a bottleneck at this point, but you didn't mention what you do with your computer or how many monitors you are or want to run so I'm not sure.
The memory you have is plenty sufficient. After reading many reviews i find that processors stall the memory speed at around 1333MHz anyway so getting the 2200MHz memory is a waste of money. Not to mention that is an overclocked speed and as you overclock your cpu the memory's timings are usually loosened (which raises the case latency) which slows the memory down anyway. The sandybridges might have raised that 1333 speed some but I don't think it's close to 2200.
The only questions or concerns I have is what is your PSU brand and wattage? Might want to upgrade that depending on what you have. And you might want to look into an aftermarket cpu cooler because Intel's stock coolers haven't been up to par lately.