The type of CPU you can upgrade to very much depends on what type of motherboard you have. This is because there is so many different types of motherboards. The three main ones are : Super Socket-7 (K6 CPUs), Slot-370(Celerons), Slot-1(Pentium II and III).
You again need to check with you motherboard manual to see if a new CPU will be supported. Check under system clock speeds.
Most newer motherboards will auto detect a new CPU and set it up for you. BUT you should ALWAYS check, most motherboard manuals will say how to setup a CPU.
A Celeron 400MHz and above
If you have a Slot-1 M/B then use a
Slotket Converter. This allows Celerons to be used
in Slot-1 M/Bs. if you intend to buy a Celeron and you
have a slot-1 M/B then a Slotket is the way to go.
A Slot-1 Intel Pentium-III. Buy two to go with your Dual M/B