Post your specs and I'll make fun of how inferior you ar- I mean, tell you what you need to upgrade.
Just remember that:
1) More RAM will ALWAYS be the cheapest, easiest upgrade to your computer.
2) More RAM will benefit every process of the computer, and will give the most obvious performance boost (A little bit of extra RAM will make an obvious impact, but say, a little bit of extra processor power won't).
3) Anything under 1 GB is barely passable nowadays.
4) SDRAM is total crap, you should lose it as soon as you can.
For the record:
<- 1.5 GB 2700 DDR - I'm almost always the first one loaded in every game I play: Battlefield Vietnam, for example, has terrible load times. I threw another stick of 512 in and POOF, I'm the first one in