If you are going to upgrade that much I would wait until Thanksgiving - Christmas time frame. That's when the new PCI is coming out and that should help out greatly on the graphics side.
9600 XT to 9800 XT is a good jump, but not worth the money. If you want to see improvements right away before the new PCI is available, then I would look at the X800 over the 9800 XT. However, the 9800 XT is a great card.
I am currently running the 9800Pro 128 with 3.06 533FSB with 512ram and FarCry is still a bitch on my system.
Graphics card 1st. PCI Express, X800, 9800 XT in that order.
Processor 2nd, look at getting something with a 800FSB (that may require a new mother board).
Lastly, new RAM...dump the old stuff and buy the fastest possible.