When I change something that will effect my memory/northbridge/CPU datapath, I always Memtest-86 first, then run two instances of the new Prime95 that lets you pick the type of tests and I run the one that pushes the Processor the most as I am already confident in my memory.
I naturally play games anyway and many times for hours at a time so that is my final stability test.
I also regularly check my Event Viewer logs in Administrative tools to see if anything else is having issues that might be related to an overclock.