I agree with ACtheTROLL, a CPU upgrade is often not worth it, although this will depend on the age of your computer, the motherbaord and other factors.
Motherboards usually only support a range of CPUs that are around at the time. This might range from the slowest around at that time, to the fastest around at that time.
But CPU technolgoy moves on, and it is unlikely that a faster up to date CPU available NOW will work in a motherboard a year or two old.
If the motherboard is more than 2 years old I doubt you could even FIND a new CPU to fit it as the CPU makers stop making "older" CPUs and move on to new models.
Also remember that a CPU is only one component that affects the performance of your computer. You can buy a faster CPU but it may only speed up your computer a small amount as performance also depends on memory speed, BUS speed, hard disk speed etc