The Athlon 64's have good overclocking currently. You're just not going to be getting MAD overclocks like the first processors they put out. The reason being is that the original processors were all similar, and all they did was downclock the lower end ones. For example, the 3000, 3200, and 3500 were all the same processor with the same L1 and L2 cache. So, realistically, they were all 3500 processors, and the 3000 and 3200 were downclocked.
You want overclocking ram if you'll be overclocking in the future.
Get an eVGA 7800gt if you want a good card. generally speaking, all of the brands of video cards overclock pretty well the same. It's a slight difference, because different brands use different/better parts. eVGA is a popular one.