Please don't pay any attention to cpuboss. That site is a joke.
Just like the i7 6700k vs the i7 6700, the i5 6600k does not come with a cpu cooler so you would need to spend MORE money to get a cooler. That 20 euro difference turns into 40 euro really quick.
The best bang for buck is an i5 6500 or 6600 or an i7 6700 on a B150 or H170 motherboard.
PCPartPicker part list /
Price breakdown by merchant
CPU: Intel Core i5-6500 3.2GHz Quad-Core Processor (€203.79 @ Mindfactory)
Motherboard: ASRock H170A-X1/3.1 ATX LGA1151 Motherboard (€84.10 @ Amazon Deutschland)
Total: €287.89
vs
PCPartPicker part list /
Price breakdown by merchant
CPU: Intel Core i5-6600K 3.5GHz Quad-Core Processor (€238.67 @ Amazon Deutschland)
CPU Cooler: Cooler Master Hyper 212 EVO 82.9 CFM Sleeve Bearing CPU Cooler (€36.40 @ Amazon Deutschland)
Motherboard: ASRock Z170A-X1/3.1 ATX LGA1151 Motherboard (€100.39 @ Amazon Deutschland)
Total: €375.46
That's nearly $100 euros more. That 100 euro saved could go towards a more important part like getting a better video card, or adding a 250GB ssd.
In case I wasn't clear enough earlier. The "K" model i5 and i7 do not come with a stock cooler. The non "K' models do.