Also, overclocking is not for the faint of heart. There are many things to consider, reconsider, and be careful with.
Firstly, you have to have parts that are known to overclock well. Whether or not you will spend less money and go with an athlonXP system, or spend more for an Athlon64 system; or you decide to go intel, you have to purchase the correct motherboard, ram, and appropriate cooling.
Do read the sticky'ed thread at the top on overclocking! After that, if you have more specific questions on CPU, mobo, ram, cooling choices, we will be more than happy to help ya out.
Welcome to the forums!