965 has unlocked QPI & overclocking features (dynamic on the fly turbo mode)
The 920/940 has bin speed turbo modes. Retail 920/940 have unlocked QPI, lowest is 18xBLCK. Most get to 4Ghz giving the fabled 222 BCLK limit. With even the 920, that's 4.4GHz core before its an issue. Not that a faster QPI IOH is much use, like the AMD HyperTransport you won't see much improvement from overclocking it.
& overvoltage protection removed which the other 2 do not have so even if they overclock well does not mean the system will be stable for long as it will cut back volts & QPI to save damage
This can be disabled on 920/940 with a bios setting.
BCLK can be changed only on 965. For the other 2 you need to lower ratio and up the Ram speeds but both are limited in how far they can go before the system will throttle.
Careful a few of the reviews refer to locked ES chips. The baseclock can be increased on the retail 920/940. The real difference is the upper limits to the core multipliers. QPI, uncore and memory get a few multi to choose from, so you overclock the 920/940 just like the locked 775's FSB. Keep the Uncore/Mem/QPI multi as low as you can and up the BCLK till it tops out the core speed for a given voltage. The Uncore multi has to be twice the memory multi (or more), again 4GHz uncore is common, so 2GHz memory. A faster uncore will improve Pi times.
Take a retail 920, 180-200 BCLK should be easy enough, so the minimum values for the rest.
The multi on a Gigabyte UD5.
Core = x12 - x20 (x21 Turbo, x22 Turbo 1 core)
Uncore = x12 - x48
Mem = x6 - x18
QPI = x36 - x48 (they double it for some reason)
200 x 20 = 4000MHz CPU (4200GHz single core turbo)
200 x 12 = 2400Mhz Uncore (see NB frequency cpu-z cache page)
200 x 6 = 1200Mhz Mem (divide/2 and seen as 2:6 cpu-z mem page)
200 x 18 = 3600MHz QPI (see as QPI link cpu-z cpu page)
Put some values in this for suggested values >
http://overclocking.gogar.com/corei7.cgi
Also
Retail 920+UD5


