You have a nicely balanced system now.
There is no need to upgrade until you have a problem somewhere.
Gaming is largely dependent on the graphics card, so upgrading the 6850 to something like a 6950 would be reasonable. But, I would wait a bit to see what the 28nm graphics cards offer in the next few months.
Without overclocking, you might find that a quad core would do you some good in particular games. You could drop in a 2400 up to a 2600. I don't think the H61 will be up-gradable to ivy bridge when it arrives in march.
Going from 4gb to 8gb is always a good thing, and ram is cheap.
If you want to upgrade the cpu past a 2600, you are looking at a 2500K and overclocking. It is easy if you are reasonable about it. For that, you will need a Z68 or P67 motherboard.
How about a SSD? It will make your pc feel much quicker.