Is that the P4P800 Deluxe? If so, then it supports a 3.2GHz processor with an 800MHz FSB, which is quite an improvement over ur current one. Check it out here.
Also, regarding ur wish to upgrade, ur really limited since the only better upgrade than the P4 would be the Pentium D line, which tend to get really hot. I would recommend against them but if u really want them, then try this one. It's normally difficult to find LGA775 mobos supporting DDR RAM and the Pentium D line, since most of them need DDR2.
I would recommend going with AMD's Athlon 64 Socket 939 line though. They're dirt cheap ATM and are much, much better in performance compared to any Intel processor except the Core 2 Duo line. It will be difficult to find one supporting AGP though. Check on www.tigerdirect.com and www.zipzoomfly.com for them.

http://www.newegg.com/Product/Product.asp?Item=N82E16813157097
AGP, PCI-e and socket 939. Get an Athlon 64, which are way better than P4's. here are all the 939 athlon 64's. http://www.newegg.com/Product/Produ...39&Subcategory=&description=&Ntk=&srchInDesc=

http://www.newegg.com/Product/Product.asp?Item=N82E16819103622 Is a great deal, 4$ off requalr price, and it has 1mb cache.

Did you notice SlyMaelstrom that the cheapest Core 2 is still around $200? I am talking about a REAL budget system like an AMD 3200+. They are around $70 while the only thing intel has to offer at that price is a celeron which is about 1/3 the speed of the 3200. I won't make any big statements about the RAM because I'm a newb when it comes to RAM but let him buy what he wants. It's probably a fine brand of RAM and it's obviously not going to fry his system or anything. My whole system is (please don't get pissed at me everyone) no-name RAM and it has no problems besides the lack of dual channel because one stick is 2 sided and the other one is one sided. Anyway back to the point, you cannot simply force your opinions upon other people. You have to offer advice and let them choose what they want to choose .

If that's what you said to SlyMaelstrom, I SO agree!

I would really like to go back to Athlon processor. I like them so much better then this P4 I have now. And yes the board is a P4P 800 deluxe.

If I go up to another gig or memory will that increase performance. And get the faster processor. My memory now is dual channel. I could go with another duel channel kit if that would help.

Thanks for answering all my questions.

Yes dual channel helps A LOT!

More memory will help to load games faster, since there are less transitions invioving the hard disk and dual-channel will give it a nice boost as well. It wouldn't hurt to sell of ur current mobo+CPU and get new ones for a bit more. That mobo posted by F1N3ST looks great. I recommend pairing it with an FX-55 San Diego or, if ur capable of spending some more cash, an Opteron or for even better performance an X2 Manchester/Toledo whichever u can afford. Ur video card will still work in that mobo so no problems there. Give it a thought.