I built a PC gaming rig about 3 years ago and I'm thinking it might be time for me to upgrade my components. My question is simply, in what order of importance should I replace my individual components and what should I get? I don't need absolutely state of the art components. Just looking for the maximum performance gains for a reasonable price. For the record I primarily play FPS's. It doesn't need to be a bargain basement system either. Here are my components:

Motherboard: Asus motherboard (P60 I think??? lga 1366)
i7 2.66 cpu
6gb ddr3 ram (1600)
2x pny 470's in sli
500gb hdd
64gb ssd
ocz 1000w non-modular power supply

I do most of my shopping (or did) on newegg.com and tigerdirect.com. Are these still the places to go?

Thanks!