A few laptops have the CPU in a socket instead of being soldered to the motherboard, but that doesn't always mean a faster CPU will work: the new CPU may run too hot, or use a 533 or 800 fronstside bus when the motherboard or RAM only supports 400 MHz.
A few laptops have mini-AGP video cards, but that doesn't mean you will be able to upgrade either. Newer video cards may run too hot, use a different board layout that won't fit in the old case, or need an upgrade to the motherboard BIOS that will never be written for older laptop models.
So don't ever assume you'll be able to upgrade beyond whatever upgrades are available when the laptop is released (for example you buy a Dell i8233 with 1.8 GHz P4-M and know that they offer the exact same laoptop with 2.0 GHz). Even then, if you want to upgrade video make sure it is a card (not built into the mobo) and if you want to upgrade the CPU make sure it isn't soldered in place.