Thread hijacking anyone??? LOL
Back on course.
You stated that you are not going to overclock right now. The CPU you have picked out comes with a heatsink and fan already. You can either save $10 and get the OEM version of the Q6600, it just comes with the CPU. Or save $20 and not get the 'after market' CPU cooler. The factory HSFs are designed to keep the CPU cool at the factory clock speeds so there isn't really a need to get a different one unless you want it for looks.
Like the others have posted you are going to want to get the best things that fit into your budget. However, take into account what you are going to be using the system for.
One last piece of advice, spending the extra $$$ on one piece of the system, ie CPU, wont fully benefit you because the rest of the components can only go so fast and you wont be utilizing the full potential of it.
High end CPU paired up with average RAM, HDD, and GPU will run pretty much the same as the average CPU with the same components.
I am running a Q6600 with no OCing and it does everything I need it to and more.