Lots of reading via the web. Every chip is different, every motherboard has different capabilities, etc. Generally speaking, you start by trying to up your front side bus speeds and finding the point where it runs stable and within temp. From there, you can increase the FSB speeds more and may have to tweak your voltages slightly to get stability...and you always have to watch your temperature as you can easily kill your CPU.
Seriously though, just do some research on your mobo and your chip. You will hopefully find lots of info on the web. I researched my options for nearly a week before I put my machine together and got it up and running. I went for extremly modest on stock cooling. I took my Q9550 at 2.83ghz to 3.20ghz. It's next to nothing, but my temps didn't jump at all. Anything more than that and my temps started to climb...so I just left it alone. It's fast enough.