Wait, 800 MHz RAM? You can get 1666 MHz RAM for around $20. Where are you buying your RAM?
And why would you want a new power supply? A new power supply doesn't help you at all unless you're upgrading your computer somehow. It's pretty much the most pointless part to upgrade.
A larger HDD might be good, but what's the size of your current one, and how much space is left on it?
Could you at least list your current parts so that we could get a sense of what you can/should upgrade?
Edit: By the way, you should probably get more RAM, unless there is some other part in your computer that's utterly horrible, or you have a 32-bit OS, because a 32-bit OS doesn't use more than 3 GB of RAM.