What are the specs of your computer. (CPU, ram, graphics card etc etc). Also desktop or notebook?
In lieu of specs here are some things to look at when upgrading PCs.
CPU - Remember it's more than just the speed of the CPU which counts. Look at things like the size of L1 and L2 cache. The bigger these are the more expensive the CPU will be to replace but you'll get the added benefit of increased speed.
RAM - Not just the size but the frequency of the RAM as well. If you are running 32bit then you don't need anymore than 3Gb. Anymore and it's just wasted space. Also try to get the ram that matches the ram currently in your PC if your adding more ram. If your replacing the ram then get the fastest ram that your mainboard can handle.
GPU - I'm not as clued up on this as the other parts, but if you are running of an integrated graphics then switching to dedicated card is going to make a big difference.
And then just some general maintenance.
Spring cleaning - because computers are dust traps. Dust means insulation, insulation means heat, heat means computer will not run as well as it should.
Run all the usual bits and bobs, defrag, make sure that your computer isn't loading a thousand and one things on start up through msconfig and make sure that you have plenty of free space on your hard drive as windows needs it for virtual memory.