Case Cooling
With all of this overclocking you're doing, it WILL all amount to more heat production. Just remember that there's no such thing as too many fans in a system. Just have slightly more CFM of air going into your case than out of it. Here are instructions on how to mod a case. Some people may not feel it is necessary to deface a perfectly functional case by chopping holes in it. Although they may feel that a project of this nature is overkill, and will not increase performance, I tend to disagree. The reason we want to mod our cases, and add fans to them is to increase airflow, and to lower temperatures. When we lower our overall case temperatures, the systems are generally more stable, and will last longer. In some cases, lower temperatures mean that we can push our systems one step further, which is reason enough for most of us!
Now that you've got the cooling taken care of you can move on and push more juice to these babies!
Voltage mods/tweaking
If you want to pull some insane speeds, voltage mods are a MUST. There are three types of mods that are very common. The Vcore, IO, and Vmem are all voltages that you will need to at least tweak if you don't feel like pulling out the soldering iron and modding those boards :) For the latest on motherboard mods you're going to want to keep an eye on the "Mods for Me" articles section. That's being updated with more board mods as quickly as possible.
Vcore
The Vcore mod will supply a higher voltage to your CPU, which you will probably want if your CPU is multiplier locked. Chips like the P4 Northwoods using the .13 micron process run at a very low voltage so you will not need to voltage mod your board, but simply increase the voltage in your BIOS or through jumpers/switches (varies by board). If you are using something like an Athlon XP which, even I have problems unlocking, you might just need to use a voltage mod to get your CPU running at a higher speed. Chips like the higher speed XP chips use a rather high voltage to begin with, and your boards won't give you much room to play with.
I will never use more than 2.0v on one of my chips. On something like a Northwood 1.85v is where I would stop. On an Athlon I would run it up to 2.0v IF I had REALLY good cooling setup and a fairly low temperature room. I would NEVER do this in the summertime where room temps are a bit hotter than I like.
IO
The IO is supposed to run at 3.3v but most boards will let you turn it up to about 3.5v. The I/O voltage controls the amount of voltage to most of the logic parts on your board, your PCI slots and everything that uses 3.3v. This is the most dangerous one to modify because most motherboards have settings up to 3.5v or 3.6v which is as high as I will ever go with this. When you are overclocking using the FSB, it increases the speed at which your PCI slots are operating at too. On a board like the Abit KR7a which has a maximum of a 4:2:1 divider (which is FSB:AGP:PCI), you run the board at 166Mhz FSB. You're running your AGP slot at 83Mhz, and your PCI bus which includes your Southbridge is running at 36Mhz. On some boards, the IO is also what controls the amount of voltage to your RAM.