PC Check (not a free tool) is the only bootable GPU tester I know of. The Video Memory test will check THE PRIMARY GPU'S MEMORY only, then run the video tests and watch for rippling lines and inconsistent colors. PC Check is a whole system diagnostic.
QA+ (not free), both test the whole system automatically, except the graphics card(s).
Using a bootable Linux flash drive with Prime95 and a linux based GPU tester (I can't remember the name of it offhand but it's similar to RTHDRIBL for windows) is the only free "bootable" diagnostic I know of.
HDDs: SeaTools for SeaGate drives, DFT for Hitachi, WD Data Lifeguard (aka WDTools) for WD drives. Any other drive, choose whichever diag you like best and run it, but it will simply be pass/fail with no chance of repairs. My preference goes to SeaTools for most drives, WD DLG is the only one I've found that can test drives in their RAID configuration.
MemTest 86+ for memory testing (usually has to run for 24 hours plus on all RAM), if there is even one error, start testing one stick at a time. If a stick errors in one slot, test it in another slot before you say the RAM is bad and not the motherboard.
You can't really "scan" a CPU or GPU for errors. PC Check will test the GPU memory for you, but otherwise you need to run a stress testing program to make them become unstable. I prefer a combination of Prime95 small FFT and Furmark to make my CPU and GPU bake.
"Ultimate Boot CD" found here: http://www.ultimatebootcd.com/
is your best bet for getting started on diagnostics for a computer. It contains most of these tools, although they are usually out of date in the pre-made image. Getting these diagnostics individually and burning the ISO's to individual CDs is the easiest way to get the most up-to-date diag tools.Edited by CTRLurself - 3/2/12 at 10:30am