Had problems getting the damn plastic clips to fit right in the first place, I'm not sure but I could have damaged them trying to screw them in. Then a few days later my in game temperature starting causing my system to shut down from the heat, so I opened the case back up and found the heatsink was extremely loose. Fixed it, started seeing idle temperatures of 30 C. Then a few days after that, i started seeing my idle going up to 40 C. I had so much damn trouble with this thing I'm wondering if it's my fault or if intel makes a crappy hsf. Should I just go with an aftermarket cooler? Now theres thermal grease smudged all over the cpu and it's a damn mess.

You need to list your system specs, so that we can understand what you are trying to say. We don't know what cpu, heatsink, motherboard, or socket type you have, unless you tell us.

Normally, Intel makes a decent HSF that works for the average layman. Only enthusiasts or hardcore gamer really need the extra cooling of an aftermarket cooler.