to add to what calc said, i have had all 3 on my computer, stock heat sink, " small water unit " ( Corsiar H50 ) and now i have a full custom water loop. my idle temp is 27°C and load temp is 34°C with a ambient temp of 24°C. course im talking about an AMD chip, intel i7s Generally run hotter than a phenom II.
but it really all depends on what your budget is for a cooler... stock cooler is comes with the cpu, my H50 was $80 and my water loop was $150.