What fan do you have? The one that is about 3/4 of an inch thick? I may have been a little misleading. I have a stock fan but my processor was not retail box so my fan is from a different processor. (I have no idea which one)Its nothing special mind you, but probably better than the one that comes in the retail version.
Edit: I looked and I think my heatsink is very close to the one that comes on a Q6600.
Also I looked in our warehouse and the E8400 we had comes with a heatsink that is a sliver over 1/2 inch thick and has no copper. If yours is like this then I can see why you are running hot. The stock Q6600 is alot thicker and also has a copper center. Although still nothing great, its much much better than the E8400 one.
What motherboard do you have?