Welcome to the forum.
You can look at the supported cpu list at each motherboard web page on the Gigabyte web site GIGABYTE - Motherboard - Socket 775
If you are only using your systems for web browsing and aren't using demanding programs, there will be little benefit to upgrading your cpu. If you need to upgrade your memory, buying new ddr2 memory is very expensive where a 2 x 2GB set will cost about $80.
If you want to run demanding games, you will probably need to buy mid level video card and spend about $150 - $250 or more. You might also need to upgrade your operating systems.
Your EP45-UD3P is an excellent older motherboard that you might be able to sell for a good price and use the money toward buying a newer system that will offer better overall performance. I have two P35 systems with higher end (for their time) processors, a Q9560 and an E6850 and these systems are adequate for my needs.
There is an old racing adage: How fast are you willing to spend? This also applies to buying or upgrading computer systems.