Some like to test their OC's with software and then once a stable setting is found, enter it into the BIOS for a more permanent overclock. I wouldn't want to run an OC purely off software, unless I had saved profiles for different tasks... So that when you're just surfing the web or whatever, you could have it at stock speeds, or a more conservative speed... then when you game/render/use heavy lifting programs, switch profiles to a higher OC.
Personally, I just go straight for the BIOS. I'd rather not have an extra program running telling my CPU how to run, when I can just set it in stone on my own. This is assuming you don't mind running your CPU at this speed 24/7.