Whether to go OEM or Retail depends on what it is you're buying. OEM usually doesn't have manuals and such. I think it'd be fine to buy an OEM heatsink.
3rd party does not mean the same thing as OEM. What are you lookin into buy that's OEM? Some things are perfectly fine as OEM like hard drives and optical drives. Ram is okay too... I prefer Retail CPU's and video cards, but it's just opinion.
Oh wait sorry, I meant cpus and video cards already with a heatsink and fan compared to buyiing a 3rd party heatsink. I dont know about the 3rd party one, though, because it's pretty expensive.
Well, if you're not overclocking your CPU, then get retail, without any doubt. But if you are, then you will need a more expensive cooler. It's just something you have to buy.
