Anything up to a few years ago, when you bought a new computer, there was always that thrill that the new machine just felt so much faster. I'd typically get a new CPU every 2 to 3 years. Upgrading from a 300Mhz Pentium 2 to a 866Mhz Pentium 3; then a 3Ghz Pentium 4. Every time, the machine was around three times faster (and certainly felt it!).
I've just replaced that 3Ghz Pentium 4 with a 2.4Ghz Core2Quad. And I have to say -- for most tasks, it feels roughly the same. The comparison mightn't be fair, because the P4 is running XP and the new beast is running Vista, but I expected some performance gain. I even decked it out with a WD Raptor, like Jeff Atwood suggested.
I've come to realise that this is it. If you've bought a computer in the last three years and think upgrading will make it faster, forget it. Computers won't ever get any faster.