Start a stock speed with the 3rd party HSF an run Prime95, IBT or LinX to make sure that the processor is performing like it should. Then you can slowly start to overclock.
The Intel Performance Tuning plan will only cover overclocking 30 days after you buy it. So if you buy this at the same time that you get the processor you want to wait 30 days before you start to push the limits on it. http://click.intel.com/tuningplan/