Want to get into overclocking? ExtremeTech just published a nice guide on this subject:
Overclocking gradually came into the mainstream throughout the late 1990's. We know, because we were covering it back then (albeit in different publications). One of the first overclocking articles, circa 1997, was a simple editorial saying how dangerous it could be, but that you might gain some performance. Some time later we wrote a feature with details on how to overclock a CPU, but it is laden with warnings (you could blow a chip! You'll void your warranties!)
How far we've come.
Today, overclocking is so commonplace that equipment vendors expect you to do it. Look, for instance, at AMD and Intel: Their enthusiast-class parts are completely unlocked and primed for a clock jump. Look at some memory vendors: OCZ, for one, allows a 5% overclock on some of its memory without voiding the warranty. Look at Nvidia and AMD's ATI: Overclocking controls are downloadable from their sites, or built right into their driver interfaces.