as suggested, the i5 2500k is a cpu made to overclock. anandtech got theirs up to
4.4ghz using the stock intel cooler. if you want to go higher(entirely doable),
look into an aftermarket cooler like coolermaster hyper 212+/evo. you may need to
tweek your cpu voltage during the process, which will raise your power usage and
temperatures notably.
as mentioned, you will want both software to test the stability of your processor at
overclocked settings as well as a program to monitor voltages and temperature.
Prime95(free download) is a popular choice for stress testing an OCed cpu. there
are several good monitoring programs available for free as well.
also as mentioned, you will need a mobo that allows you to manipulate the
multiplier on your cpu. therefore, you need a mobo w/one of these chipsets on it:
P67, z68, z77. not sure about other chipsets, though.
you can use a mobo's bios to change your processor settings, or use the software
that comes with some mobos to make those changes in windows as well.