Benching software and such is very varied. I use these for each purpose:
These are pretty standard and used by many.
Monitoring the PC temps overall: HWmonitor aka hardware monitor
CPUZ for CPU info
GPUZ for GPU info
CPU only: RealTemp
GPU only: ATI Tool, I have a Nivida GTX280, so it works on Nvidia
Loading/benching tools:
CPU loaders: Prime95 and OCCT
GPU Loaders: ATI Tool and the best one is Furmark, nothing pushes the GPU harder right now.
Tons of good air solutions. ThermalRight is one. It all starts with the case though, need a good case before you can manage your temps.