Prime95 is pretty good for stress testing - it gives the cpu and memory a pretty good work out trying to calculate Mersenne Prime Numbers (very long prime numbers in other words) - you can set the data set size so as to test the CPU & in-built L1/2/3 cache, the main memory or a mixture of the two.
I've found it very useful for finding problems with cpu, memory & even psu given the increaed power consumption of the CPU running at 100% load for a prolonged period of time - poor cheap psu = BSOD!
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