usually you'll have a feeling in the back of your head that tells you that the thing you just did/that just happened may have been really bad....
Typically if they are crushed/chipped you can tell with visual inspection (possibly with magnifying glass) after cleaning.
Burnt ones often just smell bad.
Be carefulas some boards - like ASUS - can go into a 'coma' and be difficult to rouse after a particularily ambitious overclock.
Make sure you do the equivalent (in pretty much this order) of:
remove cmos battery backup
short 'clear cmos' pins
remove and reseat memory
switch between jumperless and jumpered mode (set fsb and multiplier to stock)
Unless you have reason to specifically worry about your cpu it could be:
CPU fan (if you just changed the heatsink some boards must have a fan connected and running to the fan header to operate.)
All are/may be critical.
-* This Space For Rent *-
email for application details