If you buy an after market heatsink/fan, you'll want to make sure that it is compatible with your motherboard, and with your CPU.
If you aren't sure, you can go to the heatsink manufacturer's website, and check there.
There are all kinds of heatsinks, and all types of fans for every budget. Once you find a product that interests you, do a little research on it (google the component name and find reviews). Also, remember to use a good quality thermal paste, such as Arctic Silver.