I find Intel BurnTest to be one of the nicer tools to stress test the CPU. You have to REALLY watch the temperatures when running it, though. I suppose it's a good tool to check how capable your CPU cooler is, too
Btw. I'd enable CPU temp warning in BIOS. I have it set to 70 degrees with my CPU's max temp being 73 degrees. A precaution if something were to fail. With air cooling, the CPU fan could fail for example. There's the fan fail warning option, too but it's not working right for me. With aftermarket cooler and fan that spins much slower or even stops when the CPU has just been turned on it's just not reliable.