Hi
I've been looking into this myself as I want to start overclocking shortly. But I want to know what my system is doing.
Some of the more popular ones mentioned in these forums (great source of information) are:
Coretemp - http://www.alcpu.com/CoreTemp/ Tells processor speed, voltage, and temp.
HWMonitor -
http://www.cpuid.com/softwares/hwmonitor.html Tells Voltages and temps of many things.
(this is a pretty accurate monitor from what I've seen)
CPU-Z -
http://www.cpuid.com/softwares/cpu-z.html Tells processor speed and voltage
To test your Memory - http://www.memtest.org/ Runs in MS-DOS mode from a cd to test your memory for faults
in timings or componants.
Everest Ultimate 550 is a good system information reader. It will also tell you what your Memory timings can be set at.
The downfall is, even though it is a free trial. It IS limited. And once it expires it cannot be uninstalled and re-installed. You would have to buy it. But it would be worth it depending on what you are doing with your system.
http://www.softpedia.com/get/System/System-Info/EVEREST-Ultimate-Edition.shtml
As for grafix cards, there are quite a few, depending on what you have and what you plan to do with it. If you are a heavy gamer who wants the most out of his/her high end card and pushes it to its limits, there are monitor/overclocking programs, depending on the brand of card. If you are a light gamer/web browser, low to mid end cards are more than enough without needing to watch their performance. GPU-Z is one of many though.
Then there are Benchmarking programs that test whole system performance. Such as Prime95, Everest Ultimate, 3DMark06, 3DMark Vantage. These, AGAIN, depend on your system and what you plan to do with it. The average PC user would have no use for any of these programs. They are mainly for high end users and system builders that tweak their systems to get the most out of them.
**** NOTE: If you try any of these, it is at your own risk. They are interresting however. And make sure you get the right version for your operating system (i.e.32 bit or 64 bit) as well as for your processor brand and type.
These are some of the ones I found and have tried. I hope this helps.