There are several factors that contribute to a good overclocking setup:
- Luck
Some hardware batches are better than others, you can look at the stepping to see if others have had success with that particular batch - Power delivery
A sufficient amount of stable and clean power will contribute to a stable overclock. This means motherboards with 8 and 16-phase power are preferred, as are power supplies with low ripple. - Cooling
As you overclock to higher frequencies, you will most likely need to add some voltage in order to stabilize the overclock....this will lead to increased temperatures which will require aftermarket cooling. - Hardware Choice
Some components are just better for overclocking...for whatever reason
That's about it....it's actually extremely easy and choosing the right parts is not hard. Give us a budget and what you will primarily be using the computer for and we can spec you out a system with top bang/buck ratio.