I'd get the video card, all the way. It's terribly bottlenecking your CPU, and is the only real "Necessity" out of the parts you listed when it comes to gaming. Sure, faster load times are nice, and it is surely nice to be able to go modular, but its not needed to increase your gaming.
I'd suggest either the 560ti, or a Radeon 6950***
* : I would only choose the 6950 if you can go find a reference version of it, such as
this.
If you do opt to get a version such as that, I would flash its BIOS to a 6970, essentially making it worth ~90$ more, and turning it into a beast of a card. Directions on how to do that
here.