Did you do it? The window of opportunity is rather small, since if I'm not mistaken it was introduced since Skylake launch, and now the OC friendly bioses are being removed.
I really wonder how many did it anyway? There's two reasons for overclocking I guess: 1, to get the fastest system possible, beyond what is officially sold. 2, to get a faster system while paying for a lower end CPU. #1 isn't significantly affected since those would most likely have bought the K skus anyway. Only those in camp #2 will find it harder. I understand you can still get bioses from some mobo manufactures, but you might have to stay on an older version to keep the OC capability.
In a quick look pricing wise, like for like: For starting at 4 cores, i5-6400 around £150. i5-6600k around £200. So maybe £50 saving potential there. Even smaller gap between i7-6700 and i7-6700k. The i3 just doesn't have that much difference between models anyway. Personally I'd pass on the Pentiums as they're already neutered by having their AVX instructions removed.
For me and overclocking, I do have a couple of i7-6700ks, and run them at 4.2 so not much of a push over stock 4.0 base. I do optimise for lower voltage at that speed to control the power draw, as to go much faster, you have to start dissipating disproportionately more power.