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In order to find out how stable is your overclock, different software (tools) exist. Here are a few, in no particular order.

CPU-Z: CPUID
GPU-Z: Download TechPowerUp GPU-Z v0.5.4 | techPowerUp
HW Monitor: CPUID
Open Hardware monitor: Open Hardware Monitor - CPU Temperature, Fan Speed and Voltages in a Free Software Gadget
Core Temp: Core Temp
Real Temp: Download Real Temp 3.60 | techPowerUp - Intel chips only.
Speedfan: Download SpeedFan - Access temperature sensor in your computer
Everest: Download EVEREST Ultimate Edition 5.02 .EXE Package | techPowerUp
GPU Caps: GPU Caps Viewer: Graphics Card Information Utility, GPU Temperature, OpenGL Extensions and API Support | oZone3D.Net
Rivatuner: http://downloads.guru3d.com/download.php?det=163
eVga Precision: EVGA | EVGA Precision
AtiTool: ATITool - Overclocking utility for ATI and NVIDIA cards

OCCT: Download - OCCT Website english
SuperPi Mod: Download Super PI Mod v1.5 | techPowerUp
Maxxpi suite: MaxxPI² - Introducing
Prime95 25.8: |MG| Prime95 26.6 Build 3 Download
Orthos: Download Stress Prime 2004 BETA
SiSoft Sandra: SiSoftware Zone
cpu-tweaker: Tweakers.fr
LinX: LinX - A simple Linpack interface - XtremeSystems Forums
Cinebench: MAXON: CINEBENCH 11.5

Memset: Tweakers.fr
Memtest86+: Memtest86+ - Advanced Memory Diagnostic Tool
Memtest, Windows: MemTest: RAM reliability tester for Windows

3DMark series, including PCMark: Futuremark - Futuremark - Download
Furmark: FurMark: Graphics Card Stability and Stress Test, OpenGL Benchmark and GPU Temperature | oZone3D.Net
MSI Afterburner: MSI Afterburner
MSI Kombuster: MSI Kombuster
EVGA OC Scanner: EVGA | Articles | EVGA OC Scanner

Intel Processor Spec Finder: ARK | Your source for information on Intel® products
AMD Overdrive: AMD OverDrive