I don't think any of those recommending Prime95 really uses it for detecting instability. I've used it once but have found much better "tools" for that matter. Simply those which crash fastest is a good thumb rule. All 3D benchmarks are a good start. An instability might just be a short drop in power and with a high 3D load and a number crunching CPU you are stressing your system more realisticly than with just prime number calculations. A good second test I have found useful is to compile a linux kernel. Has proved my attempts in overclocking wrong a couple times before. Therefore its another good test.
If you just want to know how hot your CPU gets Prime95 might be already what you need. However there is "CPUStabilityTest" which does prime numbers and other stuff as well has a special mode for just heating up the CPU. Seems to work (however benchmarks get my CPU hotter ...).
What Prime95 does is to calculte prime numbers and thereby is accepted as a good stress test for memory and cahces. But since it does that only with integer operations I even doubt it stress the CPU as good as floating point operations do.
Sven