Most if not all Gigabyte and Asus motherboards support overclocking. In Asus you can get (the least) P5kpl-AM SE, get a c2d and a good gpu. Its the cheapest so It doesn't support pcx 2.0 specs but games still run fine.
I have 2 PC at home, One is E8400 on Asus P5Q(p45) 4gb XMS 800 Ram and I can overclock it up to 4.4Ghz with standard air cooling. On the second one I'm runing i5 660 on Asus P7P55-lx (p55) 8gb XMS 1600; I have tried to overclock it so many times and different ways even at -15! it fails slightest overclocking.