If not overclocking, the stock HSF with the 3700+ is fine. It cools adequately and it's not very loud, either.
I built a system for a friend with a 3500+ Venice a couple of months ago. Used stock HSF. It was much quieter than the 1.8 ghz Pentium IV Dell that it replaced.
There's room for improvement, thought. If you want to build a near-silent computer, then you may want an aftermarket brand.
My advice:
Pay the extra 15 cash for the retail version with the longer warranty and included heat sink fan (which comes with a decent, but not premium, strip of thermal compound already in place on the heatsink).
Install it and run it awhile. If you decide the fan is a little bit louder than you'd like, you can always go back and put a different heat sink on it later.
Do keep in mind, though, that many aftermarket, premium HSF combos require a custom back plate. The back plate goes on the back side of the motherboard (hence its name), which means that the motherboard has to be removed from your computer's case and motherboard tray to install it.
It's easier to install it all at once during the initial system build than to have to remove it all later and do it over.
So, if having a very quiet, very cool-running computer is high on your priority list, you should probably pick up a high-end cooler now (along with some Artic Silver 5 thermal grease).
Plus, if you later decide to experiment with overclocked settings, you'll be good to go