All depends on what you're doing. If you just browse the web, email, blog, etc then it won't really matter.
If you play games, encode videos, or other things that will actually push your CPU to say 70-100% usage for extended periods of time... then yes it's definitely worth it. It's also very important to see where your CPU temperatures are at normally. Idle temperatures (at desktop, no programs running, sitting for several minutes). And then while you're playing games, encoding video, or whatever you'd normally do to tax your system. If those temperatures are fairly high (say 60C or more) it's a great idea to get an aftermarket cooler.
Some of this can also be affected by your ambient room temperatures as well. So if your room is hot in the summer (i.e. no A/C) it will help to have a better cooler. Any cooler is going to use ambient air to cool the CPU, so the higher your room temps the higher your CPU temp will ultimately be. The difference is that better quality CPU coolers can keep your CPU a little closer to room temp than stock units. Stock cooling fans are fine for folks who just browse or use Microsoft Office.
With a quad core CPU like your AMD 925 (which I assume is the AMD Phenom II X4 925) a good cooling unit is a great idea.
Four CPU cores being pushed while gaming and such can create some heat!