I would agree with whs.
And there will be many games that do not see that much of an improvement either.
Thats not to say faster clock speeds wont help, as there are quite a few games that are not only GPU dependant, but benefit from a fast CPu as well.
My advice, go into it as a hobby and have some fun. Dont expect everything to see massive gains.
Do it because you enjoy it, and its fun to do, and youll get more out of Overclocking.
Also, take your time. Especially if you do not know much about it.
Research .. Research .. Research!! This is key. Not every piece of hardware will OC the same, even though they may be identical.
So just plugging in someone elses values is really not a good idea IMHO.
Learn your bios inside and out. What settings do, what impact the have for better or worse etc.
You'll also want good background info about your hardware.
Thermal limits, Max Voltages etc.
Whats considered safe (from the manufacturer) as well as where danger zones start in terms of voltage and temprature.
Also keep in mind More Voltage = More Heat.
The key components are going to be the CPU, the RAm, and the Motherboard Chipset.
This is all good info to have under your belt before you start.
All of this info will seem overwhelming at first. Especilly the bios, depending what kind you have.
But in the end, it will all pay off, and be worth that extra time.
And remember, 1 thing at a time.
For example, youll want to underclock the RAM as much as possible while looking for stability with the CPU.
If you try to OC it all at one time, and there are BSODs, you'll have no idea where the issue is.
And by that I mean, lets say you find a stable CPU clock speed. Then under clock and work with the RAM a bit.
If you now have BSODs or other problems, such as failing Prime, you'll know that
1) The CPU was stable 2) The RAM was stable
It would now seem resonable that the North bridge is stressed to much when both are at full speed.
On the other hand, If you just start cranking up the FSB, and theres a problem, where do you look to isolate the culprit?
At any count, here a guide that may help shed some light:
http://www.clunk.org.uk/forums/overclocking/1-c2d-overclocking-guide-beginners.html