While tools for overclocking your CPU seem to be more available and spoken of on the windows side, here are a few useful tools that I've found useful while attempting to overclock my cpu in Linux.
This app is very useful for seeing just what Frequency your cpu is running at. It's no "CPU-Z" but it does a fairly good job.
As your cpu temperature rises as a result of overclocking, it's necessary to monitor the cpu's temperature. Computer Temperature Monitor is gnome panel applet that monitors temperatures as reported by several sensor on you PC. You can even use it to create alarms if the temp goes too high.
Yes, the tool often used to benchmark systems running windows runs perfectly fine in WINE. Super PI is a good benchmark to see what kind of improvements you are achieving by overclocking. It will only utilize one core. Using this will help provide a common ground for comparing windows based machines with yours.
The good old *nix command "time"... Time outputs the length of time it takes to run a particular application. For my load testing, which I do to make sure the system is stable enough at the speed I'm overclocking it at, I compile my own project and time it. Timing it allows you to use the end result as a benchmark. You can use time on any CPU intensive application, such as transcoding video or audio, kernel compiling, etc.
Note, if you do end up compiling something, be sure to use the "jobs" argument when typing "make". The general rule is that you want the number of jobs to exceed the number of processing cores plus one. In my case, with an AMD Athlon X2 5400+, I used "time make -j3", -j being the number of concurrent jobs to run.