Here's the programs I use to monitor and test my system:
Prime 95/SP2004 (Orthos Edition for Dual Core) - General Stress Test
CPU-Z - System Specs Monitor (RAM latencies etc)
Speedfan - Temp monitoring
3D Mark - Benchmark and compare you system to other similar ones.
I would recommend leaving a stress test going overnight, if not longer.
memtest - 8 hours
super pi mod - 2mb
orthos x2 - 8 hours
3dmark - 8 hours
a variety of all-in-one stress tests
leave pc at idle for a few hours & see if it crashes