Changing stock CPU for a fast version.

The CPU speed stated on the labels (for example Z84C0010 which is a 10MHz unit) is the maximum certified speed at which it can run, not the speed at which it actually runs, that is the clock frequency from the target machine. If you just change the CPU you should not have any problem.

All important has been said already. CPUs do not select the speed by them self. They have maximum speed they can run, but no minimum speed. Even your "4MHz CPU" is not actually running on 4MHz... It is running 3.5795MHz speed... but even that is not the real speed that could be compared to other Z80 computers. Due to memory refresh the actual effective speed is slowed down more close to 3MHz than 4MHz.

The PSG sound pitch will be affected only on machines that have the PSG integrated into the chipset (aka MSX-Engine). On a machine that has a discrete PSG, all you have to do is to lift the pin of the clock divider chip (external for the AY-3-8910 and internal for the YM2149) and connect it directly to the 3.57MHz clock source on the PCB (usually the VDP).

MSX1 machines usually don't have pull-up resistors on the databus, so if you replace the CPU with a CMOS version, be sure to check if the pull-up resistors are present (easy to check with a multimeter) and if they're not, solder two 5-pin 4K7 SIP resistor-networks as described below:

a) On the underside of the PCB, solder the two resistor-networks as described below. Pay attention because the pin-1 is marked on the resistor-network and has a specific function. If you solder this pin-1 incorrectly the CPU will behave erratically.

b) The pin-1 of the 1st resistor-network must be carefully connected to the pin-11 of the Z80 socket, and the pins-2 to 5 must be connected to the pins 12 to 15 of the Z80 socket respectively. But don't solder its pin-1 just it yet. Solder only the pins 2 to 5 of this resistor network for now. Make sure that the respective Z80 socket pins also get properly soldered to the PCB now, of course.

c) Now, carefully put the 2nd resistor-network in its place. Its pin-1 also must be connected to the pin-11 of the Z80 socket, and the pins-2 to 5 must be connected to the pins 10 to 7 respectively. Now you can solder all the pins of this resistor-network, and the pin-1 of the 1st resistor network too, since both pins-1 must be interconnected to the Z80 socket pin-11. Again, make sure that the respective Z80 socket pins are also properly soldered to the PCB.

After the PSG mod and pull-up adjustment, it's easy to swap the CPU and install a SuperTurbo 3.x kit on your machine. You'll have to cut the trace where the original clock source came from (usually the VDP).

On NTSC machines, after that trace is cut you'll also have to solder a wire to send the 3.57MHz clock to the TV-Encoder.

@sd_snatcher, I think Underscore is not looking for a turbo upgrade. But rather for a cooler running CPU @ stock speed. Simply replacing NMOS Z80 with a CMOS one would do that (and not require any other change). NMOS Z80 running at 4 MHz: typical 90 mA. CMOS Z80 running at same speed: typical 10 mA or so. That's 0.4W (+ associated losses in power supply) less heat in the machine. More efficient or external power supply would also make a big difference.

@Underscore: note that eg. eBay has lots of cheap '20 MHz' Z80 on offer. For many of those, what you'll get is a fake: a Z80 that's been relabeled to appear a higher-speed version. But... if the rebranded part happened to be a CMOS part as well, that would be exactly what you need! Regardless of speed the part was originally rated for. Only problem is if an NMOS part was relabeled as a CMOS one.

In other words: for this particular purpose, a probably-fake '20 MHz' Z80 from eBay might be just what you need! Might be worth the gamble @ a few sellers.

I had read many times that one of the downsides of having a turbo CPU was the PSG, but then sometime ago I built my turbo on a machine with a MSX engine (Philips 8235) and had no problem of that kind.
I kept the machine motherboard running at the stock clock, and only fed the turbo clock to the Z80.
As a result I got a situation similar to the Turbo R (*): CPU running at high speed, sound normal, and problems with FM sound (missing notes).
With your patched games the FM sound problems are fixed, and there are no video problems as I'm using a 9958 with the interrupt line connected and the BIOS patched to enable it.
So, I wonder, why this isn't done more often? Why people always talk about the problems and nobody mentioned this solution?

(*) Never used a real Turbo R, but It's something that I've read. TurboR fixes work on my machine too.

BTW. with SDMapper at 8MHz I'm getting ~3x performance increase in reads, I'd like to test the mod that you mentioned in your 'WIP' thread, to see what more can be squeezed out of it.