Well, I was able to overclock my CPU to 4.05 GHz with everything running fine, but I had one small issue. Whenever I would shut down the machine, the computer wouldn't actually turn off. The rest of the shut down process completed, the screen turned black, but the fans and lights in the case were still on.
I tried playing with the voltage a bit, but decided not to experiment too thoroughly because I really don't need to be clocked so high. I figure it might have been a RAM issue, because I have the RAM frequency set to automatically match the FSB. The CPU multiplier is locked at 9x, so that puts a 4 GHz overclock at 1778 MHz FSB. The RAM frequency was overclocked by 11%, and considering the small issue I had with it to begin with, I suppose I shouldn't expect it to play nice with such a drastic change. I could try keeping the RAM frequency from automatically matching the FSB and see how it works, but like I said, I'm perfectly happy with my 20% CPU overclock at 3.6 GHz. Besides, I'm sure that the CPU won't be my gaming bottleneck for a long while yet.
Speaking of gaming bottlenecks, I pointed out earlier that I got the GPU to overclock well in Windows. It also overclocks in Ubuntu, but there's one annoying issue with the Nvidia Linux driver: it doesn't reapply your overclock when you restart. Yuck. Well, this isn't such a big deal right now because my most demanding games only run in Windows. Perhaps the drivers will have this feature by the time I really want it in Ubuntu.
That being said, I'd also like to point out that I only seem to be having problems with proprietary software on Ubuntu. All the non-proprietary stuff is running great! The Nvidia drivers are, of course, proprietary. So is Savage Full Enhancement, which seems to insist on running in windowed mode and doesn't want to connect to the servers. (It worked fine on my last computer.) I'll be investigating Savage next. Basically, I haven't had to use the command line for anything but proprietary software. Congrats, Ubuntu 8.04!
One final tangent on this tangled web of rambling: I should admit that Compiz Fusion does give me a few problems with things like Flash (Gnash) and full-screen games like Wesnoth. I've decided to disable it for now. It is in beta, however, so I can't really complain. It already puts Aeroglass to shame even with the few bugs that linger.