honestly i've never overclocked a card myself. that's why I was leaning to a factory oc'd card to begin with

evga has heatsinks, just not the same style as the palit card as far as i know.
to overclock you can use utils such as rivatuner or evga precision..
you can also go to your nvidia control panel, to performance section and then to device settings.. click gpu icon and do it from there..
to test your card with it's overclocked settings, you can use a program such as furmark.. if you get artifacts or freezes, you need to clock it back down some.
common rule of thumb that i've been seeing is to only bump up speeds 5% at a time and then test. sounds tedious, but i'm actually in the process of trying to do some OC'ing to my 9800 right now hehe.. i don't have the low power version, so i'm hoping i can get something figured out with it.
as far as the evga gtx 460 -- it's already oc'd to what, 763? i'm sure if you really wanted to you could get it to 800 but i havn't looked to see if anyones done anything to it yet.