Depends on what level of overclocking you want to acheive, the platform you will be using and the budget you have?
Good budget lga775 is Artic cooler freezer 7 pro, have c2d 7200 (2.5ghz) overclocked to 3.8ghz 24/7 under this cooler, but a easy way into water cooling and for 10-15 % better results in heat dissipation you can go for the Coolit Systems Domino A.L.C Silent Watercooling System whis is a doddle to install and is not overly expensive with great results.
All good memory nowdays have adequate cooling and unless you are going the full water route there is no need to change that, more important is correct airflow in your case (directly influenced by your choice of case) and how much heat is removed by this with the use of case and system fans.
I always recommend cases with 120mm fans if front of the hdd mounting bays so cool air is drawn from the front over the hdds into the back of the pc (or any similar system) so have never found need of extra cooling for the hdds (Unless we are talking the older style raptors or scsi 15000k drives)
Also dont forget ambient temperature, put on a jumper and open the window if you must but keep the room cool as possible for great overclock stability (I like 16 degrees celcius, warm enough for a shirt but cool for the pc