Where you're at right now, why would you need anything more? I know some people with deep pockets need the latest and most expensive hardware, but if you pay through the nose after what you already have, I doubt you'll notice any huge differences. Sure, Benchmark and check out the scores, but that's nothing more really than bragging rights.
The next move would be to upgrade to socket AM2, if Athlon is your processor of choice. This is because eventually 939 will be phased out(I got stuck in the 754 era, and got phased out rather quickly. I'm waiting to see what happens with 4x4 from AMD). AM2 has a longer upgrade path right now and also offers DDR2. This would be 'my' choice, though.
Switching over to the Core Duo's would be a little better, not by much though. Overall performance is better than AMD right now though. I'm sure the 4800+ holds its own though. Not a big deal if you ask me. If you choose to keep the 4800+ for awhile, upgrade to 2gb of ram, and a new top of the line video card. Most likely you will see better performance gains from that, than the processor.
BTW, what are the full system specs you have? Just curious.