CPU-Z Vital for overclocking, but also for detecting RAM settings. Real Temp Just measures CPU core temps. Does it well. HWMonitor Tracks many temps and a few other useful things. Speedfan Reads more, controls more, very handy but use with caution. Tree Size View and work with HD directories in an informative and simple way.
GPU-ZTracks many GPU temps Fraps Measure those game framerates accurately and make movies to show others what your GPU issue is.