What are the little brown things on the back of a Pentium 4?
This site suggest they are either gtl bus terminators/pullups, or decoupling capacitors.

From the look of them, I would go with capacitors (each little chip is 4 capacitors, much like resistor packs). They are power supply decoupling caps, which act like little power reservoirs in case the power goes down/out. They help clean the power signal from drops or dips.

The reason that only some are populated is that the manufacturer uses the same standard package for different processors, different speeds and options. They make one "frame" and fill out only what they need to for it to work.

You would probably not gain anything from adding them on, and without careful choosing of parts, a full internal schematic of the chip (impossible to get), a very careful way to solder them on, you would most likely just end up with a worthless piece of ceramic and metal.