If I buy a MacBook Pro, what parts can I upgrade later?
Is it possible to upgrade to more memory? Is it possible to upgrade to another harddrive? e.g. to a newer SSD-drive? Anything else that is possible to upgrade?
It depends on how much you care about your warranty.
If you want to keep your warranty valid, Apple says you can upgrade your hard drive and your RAM—and that's all.
To learn how to do it, here are Apple's user manuals and page references for the current (mid-2010) MacBook Pros:
In addition to Am1rr3za's answers (other than the CPU, which is soldered to the logic board), you can also convert the optical drive bay to a caddy which houses a second hard drive or solid state drive. This is a huge upgrade if you can stand being without an internal disc drive...