For the cpu
/Intel Burn Test
This is great for quick ball park stress testing since if your overclock is not in the ballpark it will fail this test quickly. Its a pretty good all around stability test too.
Highly customizable. Small ffts does a great job of testing the cpu. There is no better test than Prime blend for sandy. Large fft with all of your available ram set to be used stresses the memory controller and ram harder than any other program that I have used.
For the video card
I really like this for stress testing the video card. It scans for artifacts while putting a realistic load on the gpu.
Stresses the video card hard and has an artifact scanner.