I wrote up a buyer's guide:http://forums.amd.com/forum/messageview.cfm?catid=11&threadid=100223&enterthread=y
it's geared towards AMD users though. if you want to see newer reviews, the best place is:
probably the best cooler you can get for under $40 is the sunbeamtech core contact freezer. i got mine for 36, and the place also sells IC diamond 7, so that was a good deal.
newegg is offering the sumbeam with a $5 rebate atm, so it's $32.
if you planning on oc'ing more later, i would recommend the coolit pure.
whatever you get, you'll be looking forward to removing the mobo and installing a backplate mount. the best with a good backplate is the Thermalright ultra 120 or ultra 120 extreme. i would probably also recommend this for intels because it comes with a convex contact surface, which matches well with intel chip concavity.