I want to know what part of my computer to upgrade first in order to get the biggest fps change. Stuff like CPU, GPU, graphics card, etc. Please help me out I don't want to waste money.
This game is CPU oriented, so start with that. EDIT: However if you have a **** PSU, go with that first.
No useful advice will come unless you tell us what you have right now. If you have a brand new i5 with a video card from 2001, you need a new GPU. If you have an HD7970 with a Core 2 Duo, you need a new CPU. There's no blanket "upgrade this first" statement to be made.
The main components can be found through DirectX Diagnostic if you're unsure of them. Windows Key + R --> type in "dxdiag" --> [enter] GPU info (red box) Processor and Memory (yellow and green respectively) Your power supply's brand/model and motherboard's brand/model are also very relevant. edit: @below - ninja ftw!
Depends on your budget, go with an i3 3240 or i5 3570K. I'm a long time AMD guy and I'm glad I switched to Intel now.