CPU: Prime95 (stress-test)
HDD: Seagate tools, hdtach, and others.
GPU: Furmark, 3DMark.
Mobo: doubt there is.
while running any of these tests (except memtest since it's not run under windows) always have HWinfo or AIDA64 or any other program to monitor temps, those tests apply high loads and a common issue is overheating due to improper cooling.
Also add in your tests the monitoring of the PSU's voltages, AIDA64, HWInfo etc also are able to report such values.