The easiest way to overclock most processors nowadays is just to overclock the FSB (Front side bus) - mainly because you can do *that* from software. You do need to know what timer chip your motherboard uses, though; given that - and the popular motherboards are usually listed in any program that can control the FSB - you can often over (or under) clock as you want.
Only problem is that by changing the FSB, you're often changing the speed of the whole system; PCI bus speed, AGP bus speed, DIMM (ie. RAM) bus speed. Some chips let you control each speed totally separately, but many don't - so even if your CPU can overclock by 10%, that's no use unless your graphics card, RAM and other cards are also happy with a 10% speed boost.
Works fine for me, though; I'm running an Athlon XP (133MHz FSB), and my motherboard lets me take the FSB down to 100 in steps (126, 120, 116, etc), or up to 146 in steps (133, 136...). Works from within Windows, too; I used to use it to clock the chip down to cool it off during the really hot days of summer
Something doesn't like me going all the way up to 146; I suspect the memory.
Finally, with laptops they may well use less common timer chips - and it's not so easy to find out, either; you can just read the model number off the chip on the motherboard on a desktop
Oh, and yeah; I'm not sure whether it'd void your warrantee, overclocking from software. Technically, it might, but since you might not have even had to open the case, they'd have a hard time proving you'd done anything wrong. Unless they found a shortcut to "CPUFSB" on your desktop, of course
Things can go wrong, though: it's *mostly* safe, but when I was testing out the timer chip on my mobo, I selected the wrong model, and not only did my PC lock up, I had to hard power cycle it 4 times to get it to boot again ... I've never damaged anything permanently, but it's not foolproof...