Seti@Home. Run it for 24hrs (let it do a few work units). If it gets through without crashing, you have a solid setup. Besides, it's a Free Download. No special registration required (just an email address) first time you start the program. No spam from them.
Seti@Home Link
Here's my testing method:
1) Install Screen Saver Version
2) Go into Control Panel - display properties - screen saver - Set wait to 1-5 minutes (something short). Then go into the screen saver settings and set
"Go to Blank Screen to 0".
3) Before going to bed, take a look at the progress of SETI and make a mental note of what "percentage" of the workunit is completed and how many hours have been spent processing.
NOTE: If it finishes a workunit you'll need a connection to the net for it to get a new unit and keep processing. Otherwise it does nothing => not a good test! With version 3.03 of S@H most work units take ~10 hrs on a 600-800MHz CPU.
4) If you come back in the morning and it's still chugging you are pretty well certain the machine is solid. Now's a good time to check the CPU temp... to see how the fan is doing. If, however, it locked up -- when you restart your PC you can see how long into the night it crashed by viewing the percentage completed the next time SETI Starts. (Then compare to the number before you went to bed--keeping in mind that you may have gone through an entire workunit).
Anyway, this is the test I use for all my PC's. It has done well for me.