Its the intel coolers that are terrible, intel stock coolers have always been terrible for overclocking and some times there barely adequate for stock speeds. Stock speeds there both going to run pretty hot for overclocking. And with a good cooler both the 750 and 860 will overclock just as well. Really have to ask your self if you want to go with a cpu that has hyperthreading or not. If you want hyperthreading to boost tasks like video editing/video encoding/ or boost apps that support it. Then go with the i7 860.
Although hyperthreading when overclocking can cause a little bit more heat from my own experience. But you can always turn that on and off in the bios as needed.
I have the zalman CNPS 10X extreme/ I had some slight problems installing the cooler because of its size but i did manage to get it in right. One thing to keep in mind is with larger coolers like the one i have you should install your ram first because most likely the cooler itself will cover the first ram slot some times first and second slots.
Works good under full load at 4ghz my temp maxed out around 53C. At stock speeds my temp maxes out at around 44C. It is a good cooler and im happy with it, but if i had to do it again i would probably grab the Prolimatech Megahalems cooler. Its just at the time when i ordered all my parts they told me where i got my stuff from it would take 2 to 3 weeks to get the Prolimatech Megahalems and they already had a ZalmanCNPS 10x extreme in the store so i took that.
The store owner also showed me a i7 920 running at 3.6ghz with the zalman which was running very cool, so he talked me into taking that.