The guys at Corsair have put together a pretty good guide to building your own high performance system.

Here's a quick quote:

"Keep in mind, when you’re doing this yourself, you’re going to want to take baby steps to find your maximum overclock. I jumped 19 Mhz in one go, but a lot of people go 5 Mhz at a time and test, then another 5 Mhz and test. When I overclock my home system, that’s what I do. For this example, for the case of brevity, I jumped right to 219 Mhz."