loading a 920 to 100% at stock speeds and voltage is fine (more or less) with the supplied cooler, but it's loud.
If you're doing any overclocking the stock cooler's not up to scratch.
If you want something good performance, cheap and fairly quiet, go Cogage True Spirit or Scythe Mugen 2.
If you're going to be pushing for heavy loads ad a high overclock, you want top-end cooling like the Prolimatech Megahalems or Thermalright Ultra 120 Extreme Rev C (MAKE SURE it's a Rev C as the base is flat - no need to lap it) and put a pair of good 120mm fans on it - Noctua P-12, Yate Loon, Scythe Kama or S-FLEX.
And good thermal paste too - I personally stick with Arctic Silver 5 but there are other great performers our there.