Any Z170 motherboard will allow a decent overclock of a I5-6600K.
How high you can oc is primarily determined by your luck in getting a good chip.
As of 10/11/2016
What percent can get an overclock at a somewhat sane 1.40v Vcore.
I5-6600K
4.9 14%
4.8 38%
4.7 67%
4.6 87%
You will need a cooler, but most simple tower type air coolers with a 120mm fan in a decent case will do the job.