Mainly just paranoid
. If the processor overheats, it'll be fairly obvious, your system will lock up if in a game, give you a blue screen or illegal operations in multiple programs if not.
The best fan out there for the money I'd say would be the Alpha PAL6035 w/Delta Fan, which can be had for about 30 dollars online. Check out
http://2cooltek.safeshopper.com
On the subject of mobos, there's a new revision of the KT133 chipset out as of a couple weeks ago, which a MUCH improved northbridge, allowing more increases in bus speeds.
My first choice of mobo at this point would be the Abit KT7A. It's only about 20 dollars more than the A7V, but the performance difference if you raise the bus speed past 135mhz will be very noticeable. There are also have been many reported issues with the A7V and TBirds. I have one with a Duron, and have had no problems. If you were going with a Duron I'd say go for it, but there are NO known issues with the KT7 boards and TBirds.
For RAM, Mushkin has CAS2 PC150 now, so that'd be my first choice there. You could conceivably get the KT7A running up to 155mhz, with proper cooling.
Xayd