Honestly, memtest and spending a little time gaming are probably the most telling ways to test, if it is otherwise stable. CPUs tend to be quite robust, and I've never encountered one that failed without other components also being taken out. RAM, OTOH, can fail at the drop of a hat. Voltage regulation that's damaged should cause instability when put under varied loads, which gaming would do quite nicely.
A true test-everything application would need much deeper knowledge of the hardware than anything will reasonably be able to have, so it's not really a viable option. Some repeatable errors are hard to track down, and rely on specific 
unexpected things going wrong, so you really can't be absolutely certain everything is perfectly fine
 (or, you can pay through the nose for server hardware  )
).
If it passes memtest, plays games, and nothing on the mobo looks bad, it's probably wasted effort worrying too much more about it.