Since I don't know your experience, money situation, ..., there is much more risk overclocking a $800 CPU than a $150-200 CPU for a gain of ~20% on air or ~30% with extremem cooling.
For overclocking of CPU, there are always risks and unforeseen situations (for both new and experienced, maybe less for experienced) such as
- over applying voltage or alike
- human/careless/stupid errors in changing setting, mounting/dismounting heat sink, components, ...
- forgetting this and that when playing and altering systems.
IMO, using air cooling as example,
for overclocking $150-200 A64 CPU for ~20% gain, or
for overclocking $100 mobile barton for ~30% gain, or
for overclocking $50-70 DLT3C XP for ~60% gain
are much less risky than overclocking/playing a $800 A64 FX for ~20% gain.