Ideally, determine your OC using a utility like RivaTuner and then flash the card's BIOS to operate at those frequencies by default. However, this can be a bit involved, and you risk permanently breaking your card if it's done incorrectly.
Of the applications out there, RivaTuner is really the only one worth mentioning. Nvidia's own software, nTune, is horribly buggy and inconsistent. ATi Tool does not appear to work properly with many newer Nvidia drivers.
I recommend my own personal method:
Use RivaTuner to OC the card by having it apply OC settings at startup, and having it startup @ windows start. Then simpl close RivaTuner. Your GPU will retain the OC frequencies but you won't have RivaTuner needlessly running in the background.