Yea...I've had to pretty much RMA every single part in my PC except the CPU. It just comes with the territory. It can be extremely frustrating when you have a bad component and aren't sure if it's the RAM, the power supply, the mobo, or whatever.
Prototype:
OCing takes an incredible amount of patience and time, and, as said, trial and error. Taking a computer apart and rebuilding it will get you ready for step 1 of about 50
when you are building a high-end PC. Add into the mix WC and you have a whole new beast. Also, if you are only building one for the highest benchmark spot I think you will be really dissapointed when you drop $4k and then someone beats you within 2 months.