grimx133

everything.

motherboard - make and model, assuming this is a custom built pc. If it is OEM built (Dell, HP/Compaq, Acer etc.) there will not be overclocking options in the bios.

ram - make and model. Value type ram doesn't take well to overclocking. The ram voltage (vdimm) usually needs to be raised to the manufacturer's maximum for stability.

power supply - make, model, and the output (in amperes) for the +3.3, +5, and +12volt rails. This will be on the label on the psu itself, it's not available via software.
Overclocking greatly increases the amount of power required by the cpu, as much as double.

All other devices in the system. - Not as important as the components previously listed (including the cpu, which you already mentioned), but anything that uses power can have an impact, specially if you have a marginal power supply.