The first CPU that I ever overclocked was an AMD Athlon 700MHz Slot A CPU with an MSI K7 Pro board from an Evesham computer.
My first PC build was in 2003 IIRC with an Aopen XC Cube EZ65-II Barebone kit.
First DIY gaming build was in Summer 2005 with a Venice core Athlon 64 3000+, DFI LanParty UT nF4 Ultra-D (best board I've ever owned) and 1GB of TCCD based RAM
First graphics card overclock was my Radeon 9800XT 256mb GDDR from my Dell Dimension 8300. Was around 420MHz on the core and 750MHz on the ram, with an Arctic Cooling silencer.
I've actually never carried out any case mods!