Stress test programs and which cooler?

Intel Burn Test and Furmark.

Freezer64 Low Profile is better and cheaper than those 2 coolers.

You could also use prim95 blend test, occt or orthos.. For coolers you might wanna look at this link posted by JohnnyLucky http://www.frostytech.com/top5heatsinks.cfm

for the coolers you need to take a look at reviews, review sites do shot outs every so oftenfor stress tests you could go for 3DMARK06 as will as OCCT and prim95 othos or just good old long gaming does it to, to some degree depending what game it is