Well, you're gonna have to use a heat sink anyway tbh Another option for hardcore overclockers is watercooling, but it's a bit of a more expensive route.
But yes, even if you manage to overclock your CPU without melting it through the mb, you need to bear in mind that your OS's stability might not be as it was before (hanging a lot, crashes, random restarts, etc). And it invalidates any warantee you have on the computer, so I wouldn't try it unless you have a very old computer that you want to destroy or you like paying large bills for more computer parts