With OEM, you just get the processor itself; no heatsink, no fan, no little sticker to put on your case.
I got a packaged/retail processor, but I don't think that was the wisest choice, cause 1. I couldv'e got it cheaper as an OEM and 2. The fan and heatsink that come w/the processor are said to be not nearly as good as one YOU can pick out with an OEM processor.