In the current collection of Motherboards/chipsets there isn't a set which lets you overclock and use the IGP (integrated graphics processor) at the same time. As far as I can see on the Intel site, there is no difference in the IGP of the 2500 and the 2500K. There is a difference between the i5 2500 series and the i7 2600 series, in terms of the IGP.
So it's either overclocking or using the IGP.
The P67 boards support overclocking, the H67 boards support the IGP. IIRC the Z68 chipset (which is not yet released) will support both, but don't pin me down on this.