You can overclock the 9800 Pro permanently by flashing the bios to a 9800XT, i far prefer this option than running third party programs in windows to maintain an overclock.
If you'd like a guide on how to do this you can download it off my website: here
There's a file that details the process and risks and gives advice on how to go about doing it safely.
Once the bios is flashed windows and all other programs will recognize the card as a 9800XT, the overdrive feature will not work for obvious reasons (9800 Pro's do not feature a heat sensor) but appart from that changing the stock cooler to a 9800XT's essentially means you have a 9800XT.
The life of the card will not be effected significantly enough for you to care, most graphics cards last an unlimited amount of time if looked after correctly and because you're an enthusiast there's literally a 100% chance you'll upgrade the card before the overclocking factor decreasing life even becomes an issue.
Hope this information is useful, gains i'd expect from moving to 9800XT clock speeds from 9800Pro speeds would be in the region of 5-15 fps well worth it for 15 minutes work, if at any stage you want to RMA the card for whatever reason i highly suggest you flash back to the original bios which you can most likely find in the link provided in "Instructions.rtf".