Memtest86+ for testing memory - Interpreting the results - 5 passes and each cleared 100%
Prime95 for CPU - Interpreting the results - Run overnight, if no issues have arisen then i'd say it's fine.
Furmark for GPU - Interpreting the results - Run the 'Burn in benchmark 15 mins, if you have no issues it should be ok.
Seagate Seatools for HDD - Interpreting the results - Run the long drive self test for a thorough test or short drive self test for a quick test, you are looking for a pass. A fail or abort indicates drive issues.
All these are my personal opinions on length of time to run in. Some people will suggest less, some people will suggest more.
If at stock you shouldn't need much testing. if overclocking you may want to run for longer and increase the length of time as the OC goes higher.