If you crave a little more power than overclocking can provide, then maybe building your own supercomputer is an option. Tim Brom built this 26.25 gigaflop supercomputer from scratch, for only $2,500. Since then hardware costs have dropped, and it should now only cost you $1,256 to build the same machine.
It's called MicroWulf, and is based around four microATX motherboards. Each motherboard has its own dual core CPU and 2GB of RAM, and communicates with the others over Gigabit Ethernet. A complete list of hardware is after the link, if you're tempted to build your own. [Oh Gizmo!]