Considering how well CPUs overclock these days, it's hard to pass up free performance. But it really depends on what you plan to do with your system. I'm looking into building a HTPC/server rig and plan to keep the A64 X2 5050e at stock for obvious reasons.
Back to overclocking... everyone has their reasons. Mine was stated in the last paragraph. But I also demand that my systems are QUIET. So I find a balance between noise, performance and heat. Hence why I'm not pushing my Q9550 (E0) to 4.0 GHz that many others are running. At 3.4 GHz, I'm still able to run the CPU voltage at stock while keeping the NB, SB and RAM voltages at the bare minimum.