From my experience overclocking is not that hard if you have the right program(tool). I don't have a 9800gtx personally so I can't tell you how hard it is to overclock that particular card. Does anyone have nVedia 9800 card or something similar that they could suggest a good overclocking tool?
And also I don't know how good the stock heatsink on 9800gtx is, but you probably will have to get an after market heatsink to overclolck it well.
Just curious if you are set on the 9800GTX? I have an 8800GTS/512 that is esentially the same things. I believe the GTX has better RAM though. You can use nTune from Nvidia however I fine RivaTuner much more useful. It has a nice OSD that I like to see when Im in a game for temps and FPS. It is VERY easy to OC the GPU. Far easier than a CPU. You just tweek it with the software a little and make sure it's stable. Tweek it a little more and make sure it's stable.
I have mine to 750MHZ with no problems at all. I had it to 800 but would artifact. I never even bothered trying anything in between. If you want to save $80-$100 look at the GTS, you will get the same performance. But I believe the MAX OC is higher on the GTX.