Honestly just do your research and start slow. Get quality components and overclock bit by bit, monitor your temps and voltages, and adjust accordingly. The quads are silly easy to overclock but you do need to have an idea of what you're doing and what to expect. No two chips are the same, each can require different amounts of voltages to achieve different speeds so its up to you to do the testing.
Now, it is really hard to "kill" a chip, as they all have failsafes that will just shut off if they get too hot. That being said, the golden rule of overclocking is "if you can't afford to replace it... don't overclock it"
Setting up SLI is really easy. Put the cards in the slots, attach the SLI connector, and fire up the machine. Make sure that they're the same kind (don't mix an ultra with a GTS, ect) and know that the card in the first slot determines the speed of the second. The hard part is fixing driver problems. Never let windows update install your video drivers, get them from the nvidia or (better yet) the dealer site and install them without the added crap like their ntune software. If you start getting crashes in games, wipe out the drivers completely and reinstall them.
Finally I've posted this guide before, and I'll do it again because it does have a ton of newbie-friendly info in it for first time overclockers. Even if you don't use an evga 680/780i board it will give you a good idea of what to expect and how to go about it.
XI Wiki

