I'm creating this thread to aid anyone who is giving their hand at a good old OverClock. Here I list some of the most commonly used tools that help monitor an OverClock during and after its process and give benchmarks. I also give a brief explanation and add links at the bottom.
Prime95: This program will do a stress test on your CPU, on your RAM, or a blend test on both. P95 is often used as one quickly tests an OC to see whether they can go further or not. To do this, they run "Small FFTs" for 10 minutes. If no errors come up, they keep on pushing. Once they think they've hit a wall, they'll then run P95 for 5+ hours to check the stability. Depending on how long you plan to keep your computer on, you can push the OC further and further (decreasing the time required for the OC to survive the stress test). It is recommended that you don't run any programs while doing these tests and always perform them with 2+ threads (2 being the standard).
Orthos: This is another program that tests the integrity of your CPU OverClock. I've never used it so I can't quite tell you how the program is laid out. P95 has worked fine for me.
Super PI Mod: This is a program that will run loops until your computer calculates Pi 28 times or so. The standard test is the 1MB test. Not many people like this benchmarking feature as it relies heavily on the frequency of the CPU and on the amount of real/virtual cores rather than the OverClock as a whole.
HWMonitor: This program will keep track of Voltages, Temperatures (CPU, Video Card, HDD), and Fan Speeds.
3DMark06/3DMarkVantage: This program will benchmark your Video Card by running graphic intensive videos.
EVEREST (Home Edition): Gives details about all your computer parts including OverClock and will benchmark your memory (not the best around though).
CPU-Z: This is the mother of all OverClocking programs. It gives detailed information on your CPU (VCore/Frequency/FSB, Multiplier, CoreSpeed, Revision, Stepping, etc) and RAM (Frequency, CPU/RAM Ratio, Timings, etc). The latest version of this program has a feature called "Validation" which will give you an official screenshot of your OverClock. If you plan on posting it in other forums/websites, they will probably only take this.
Memtest/Memtest86+: These are both programs that test the integrity of your RAM OverClock. Memtest is essentially a scaled down version that runs while the user is logged into Windows. Memtest86 requires the user to run it prior to boot.
CoreTemp: This program does as the name implies. It reads the temperatures of your cores and reads you the VCore.
RivaTuner: This is a program that allows you to set-up fan profiles for nVidia
video cards only. These profiles can be set to activate at certain temperatures or by user discretion. It can also display the current temperature as an icon on your task bar.
SetFSB: SetFSB uses the m/boards internal clock generator in much the same way the bios does except from within Windows. You must ensure you load the correct clockgen for your board/chipset, there is a list on the homepage linked below. This is not for beginners and should be used with caution.
CrystalCPUID: CrystalCPUID is an advanced diagnostic with the ability to alter voltages and CPU Multiplier from within Windows (Function Tab > Intel Advanced SpeedStep Control) There is also an AMD Multiplier function listed too which I presume has a similar functionality.
Real Temp: Real Temp is an Intel based Temperature Monitor developed by unclewebb of XS Forums which has increased funtionality with regard to calibrating sensors/VIDs that became necessary with the 45nm core processors sensors. It also has a sensor test that utilises Prime95.
Memset: Memset is for altering Memory Timings from within Windows.
Super PI Mod: http://www.xtremesystems.com/pi/
Everest (Home Edition): http://majorgeeks.com/download4181.html
NOTE: I didn't add any programs that automatically OverClock your CPU/RAM/Video Card as they can be inaccurate.
Thanks to A True Folder, information and links about SetFSB, Memset, CrystalCPUID, and RealTemp were added.