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Here's my current setup:

CPU: AMD x2 3800+
RAM: 1GB generic 'stuff'.
GPU: Nvidia 7800gt, generic brand
PSU: 500 watts of goodness
Mobo: super duper generic HP whatever, socket 939

What I'd like:

CPU: fastest AMD processor that will fit into my mobo, so no AM2 socketed processor for me. The problem is that I can't find any x2 4800+ that will fit my socket!!! And if I recall, the x2 4800+ was the fastest dual core 939 socket processor. I can find the x2 4800+ AM2, and they're dirt cheap, but I don't want to switch out my mobo...Anyone know where I can find one?

RAM: I'd like to add at least another GB of RAM, maybe 2. It's cheap, which is good, but I really don't know if there's a 'certain' type of RAM I need (ddr, ddr2, etc), and a certain speed. Will I cause problems if I try to add another couple of gigs that are faster than the RAM I've already got (I know it won't work unless it's add ddr, and I believe ddr is what I've got...).

GPU: well, I really don't plan on making the leap to DX10. Windows XP is fine with me. I mean, UE3 and Crysis will support it (and I'd bet many other future games will too). I'd like an ATI Radeon X1950XTX 512MB. My monitor runs at a maximum of 1280x1024, so I think that GPU should let me stick texture resolutions as high as possible, and overall resolution at 1280x1024.

PSU: My current 500 watt unit should be enough to power my new CPU and GPU, I believe.

I'll be running Gears of War for PC, UE3, Crysis, and Starcraft II. Well, mostly anyway.

Is this setup going to give me the necessary power to run the above games well? It is well above the recommended specs for all, but I'm still thinking about building a new PC altogether (but I'd like to avoid that).

Actually the Athlon 64 FX-60 is the fastest socket 939 processor, but the game framerate differences between it and the 4800+ are pretty much negligible. The only place I could find either was on ebay though...

I'm not sure how Crysis will run, for example, but if it's similar to Oblivion, then not even the X1950XTX is going to cut it:
Video card comparison chart
How do you know what the requirements for those games are if they haven't been released yet?

RAM is fastest if you use matched pairs for dual channel mode (i.e. buy a pair of sticks and just use those). You'll also need DDR RAM (I think DDR400 is the fastest), but going over 2 GB isn't going to help much for gaming.

Depending on your budget, it might be best to save your case and PSU and upgrade the rest, especially since you already want to replace the CPU, video card, and RAM. A new mobo and processor I don't think would add more than $300 on top of that.

The problem is that I can't find any x2 4800+ that will fit my socket!!! And if I recall, the x2 4800+ was the fastest dual core 939 socket processor. I can find the x2 4800+ AM2, and they're dirt cheap, but I don't want to switch out my mobo...Anyone know where I can find one?

Here you go.

PSU: 500 watts of goodness

Oh man, you've got goodness in your PSU?

Honestly, that system is still pretty good, so if you want a "wow" upgrade, you're going to need high end components. If you're not willing to shell out for high end, just wait to upgrade. Getting an X4800+, 2 GB RAM, and an X1950 XTX is not going to radically alter your gaming experience or significantly prolong the time before obsolescence. If you're hellbent on upgrading, I'd overclock the CPU, get the 2 GB, and get an 8800 GTS 640.