Looking at your build, I think your upgrade path goes like this:
1. New power supply
2. New video card (this will be bottlenecked some, but thats ok for a little while if soon after you get -
3. new CPU, Mobo --Start fresh with a new chipset.
A new video card will give you some performance boost now - because that 9400GT is ancient. Your system won't fully take advantage of it, but thats ok if you are planning to upgrade the rest of it soon anyhow.