If it's an AMD you can fit a another CPU that is as big as the M'Board can take and Fit as Much RAM as the M'Board can take. As you haven't made any mention of a Video Card you can fit one of those and remove the need for the CPU and System Ram to double as a GPU and Video RAM. That one change will have a very marked improvement on the system.
If it's a Intel CPU the Maker & Model of the M'Board is required as the P2's came in 2 speeds 66 MHZ and 100 MHZ. A Celeron is always 66 MHZ and this limits the ability to upgrade considerably as the M'Board will be a 66 MHZ M'Board & it can't take the faster Pentiums that where available at the time.
From Memory if you have a 333 Pentium it runs at 100 MHZ and can be upgraded to a 450 P2 or a 550 P3 in a Slot 1 Package or a 1 GIG P3 with a FSB of 100 MHZ not 133 MHZ and these are not common, Socket 370 mounted on a 370 to Slot 1 Adapter. But you really need to make sure that you know exactly what you can put on the M'Board before buying anything.
As for RAM this will all be Low Density SD RAM so you need to make sure that any RAM that you buy is Low Density and of the right speed if you plan on using the RAM that you already have. If you replace it all at the same time if you can get the Max Number that the M'Board can take the 133 MHZ Stuff will work perfectly well but if you start mixing Speeds you will most likely run into Timing Issues and have a Unstable System.
One other thing is if HDD Speed is an issue here or the Max Size that the M'Board will take limits you, you can fit a PCI to IDE Card and run a Bigger HDD or if you want to go all out fit a SATA to PCI Card and run SATA Drives for the HDD at least. I don't think that a M'Board of this age will make full benefit of the SATA Drives but they will still be faster than the IDE ones that you can get.
As for Video Cards you will have either a AGP or PCI Socket and if it's AGP it will most likely be AGP1 so you need to look carefully for a Video Card to use the AGP Slot. Any below 64 MEG should work OK even if they are AGP 2 or 4 but the bigger ones are not likely to even fit into the AGP Socket. Of course any PCI [i]Not PCI Express[/i] will work perfectly well and there where some that went to 256 MEG before they disappeared from the market.
I hope that is of some assistance.
Col