Gamer_10 :
Hello, I currently have:
Pentium G4400 3,3Ghz
NVIDIA GTX 950 OC
4GB DDR4 2133Mhz
500GB 7200rpm
And I don't know which should I upgrade first in the future.
The problem I see with your setup is that you´re "bond" to the past: You´r cpu is weak, can´t run a any newer GPU, the 950 is slowly Obsolete. And the HD is slow. the only thing "New" is the Ram that could still be eventually used with a new pc.
I would conclude that the only Upgrades you should consider, are upgrades that will be usable on a new machine. the biggest speed related upgrade you could do and would instantly notice would be buying an SSD (Samsung 850 Evo). even if you would change your Pc in a few months you could still use the HD, or eventually add more Ram, Still usable.
If you change or upgrade the GPU/CPU it would be a waste of money, the Pentium can´t really handdle Stronger GPUS it would bottleneck the sh*t out of it.
If you´re lucky and you have a good motherboard, it could eventually support an i5 6600k. that would be a good base upgrade. Once with a better CPU you could consider a better GPU like the GTX 1070.
To conclude.
1--> CPU / I5 6500 or better If you´re still lucky and the Motherboard is compatible i5 7500 and if you´re even Luckier and you got an Z170 socket --> i5 6600k or i7
2--> RAM / 8Gb or more
------------Good PSU ???? (Enough Power)------------------------------
3--> GPU RX 480 or even better GTX 1070
4--> SSD / Samsung 850 Evo