how?

Which CPU do you want to overclock? With AMD you increase the HTT, or multiplier if its unlocked. With Intel its the Base Clock, with sandy bridge *unlocked* CPUs its the multiplier, and older Intel CPUs (775) you increase the front side bus. You can get a decent overclock at stock volts on most CPUs, but for higher overclocks you'll need to raise the vCore.
 
The I5 2500k should be quite a bit cheaper and actually plays games better. Hyperthreading is no help to games and actually is a hindrance.

The 2500k is the same thing as the 2600k just no hyper threading.

4ghz can be done on the stock cooler no problem.
 
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