It used to be a lot more usefull than it is now. I don't recommend it unless you want to fool around with it for entertainment sake. Or unless, like me, you are a die hard computer-hardware-geek-wannabe. If that's the case, overclocking your CPU is mandatory.
I use Asus mother boards, but the Abits also use what is called jumperless settings. You set the CPU clock and memory bus speeds through the bios. There's several newsgroups and web sites that specialise in how to do it. You can ask board specific questions, and get replies within hours. One such site is Overclockers.Com.
I've overclocked both Pentium and AMD chips, and the AMDs are by far the best performers. You can realise performance gains of 33% quite easily. I've had my T-bird 800 running at 1 GHz rock solid stable for over a year, and a 1 GHz T-bird running at 1.33 GHz for nine months.
The two biggest enemies in overclocking are heat (hence the need for a good heatsink/fan) and flakey cheap memory modules.
Finally, you'll need a good motherboard monitor. Most of the ones that come with the motherboard are inaccurate. MBM, which can be downloaded here, is probably the best. It's also free.
Whenever I build a machine I go the the usual places like Anandtech.com, Tom's Hardware, motherboard.org, and then I also google on say "reviews computer cases" and other components. It's a lot of research work initially, but it really pays off. (Then of course you get to experience all those disappointments when you can't find anybody locally selling your first choice of a component.)