Yes, you absolutely can leave all power saving features enabled, and I do, personally (along with using Offsets for voltage to let the voltage drop at idle).
I think the reason the guides say to disable them is because they're guides for a solid 24/7 OC and for stability reasons.
Most people don't NEED a solid full speed OC anyway, and my own experience tells me that instability isn't a problem either.
Go ahead and leave SpeedStep and C-States enabled (and use offsets, too), since it saves a bit of power and creates less heat. Then you can do what I do when I want/need the full speed of my OC and use the High Performance power profile in Windows to keep it at max speed when you need it and then put it back to Balanced when you don't.
Fixed Voltage: Voltage will always be the same, but CPU will downclock to 1.6ghz when idling.
Offset Voltage: Voltage might be slightly higher, but CPU will downvolt and also downclock to 1.6ghz while idling.