I don't plan to OC, and here is the rig I'm planning to build:
Core i7 920
I've never replaced stock HSF before, and the rig I have right now seems to run fine over the last couple of years without additional HSF. Temps at idle checked with Everest: CPU 45C, GPU 65C, mobo 50C
How good are the stock coolers and do I need to replace them?
If your case has sufficient airflow, you won't normally need a third-party cooler, but they are nice to have (else why would Intel ship those coolers WITH a 3 year warranty). Try to do some stress test and see how high the temp goes. Ideally, it should be kept under 60C, but with stock cooling, it will be higher. I would start worrying if it goes over 75C, but that is more than most people would tolerate .
You don't need an aftermarket cooler if you don't OC. You trust Intel to make a good CPU, since you're buying it. Trust them to make a good enough cooler for it too. They're not idiots, and they don't want their CPUs returned because their coolers failed. Aftermarket coolers are needed only if you overclock, i.e. when you exceed normal heat parameters.
That's pretty bad, but it happens often with 8800GT or 8800GTX. Go to nVidia's site and download nTune and install it, if you haven't already. Then start nVidia Control Panel (there should be a green icon on the right side of the Windows toolbar). There's a screen in there where you can change the card's clocks and the fan settings. Play with those fan settings a bit. For example if it's set on manual change it to automatic and make it run faster. You don't want it running at 100% because it would be noisy, but too low is bad too because the cooling would be bad.