Clip-on coolers are a no-no. They put too much stress on the motherboard and they can cause crappy seating on the CPU, making it less effective than the stock cooler.
Any LGA1156 cooler will fit on the LGA1155 socket as well (same size and layout, so I've heard). Also, as far as I know, you void your warranty not when you remove your motherboard, but also when you remove your side panel from your case. You can overcome this issue by taking the PC to an authorised installer, and have him install the cooler for you.
I'd recommend the Cooler Master Hyper 212 Plus cooler for the LGA1155 socket. It cools very well for it's price, and doesn't weight much.
The only thing you could probably upgrade from stock cooling is a more efficient fan (higher speeds), which wouldn't be a very cool solution at all, as that would mean (in most cases) more noise.
There are options: Thermaltake TMG i3 seems to be the best one. It's a small cooler, thus making it light, and whilst being LGA1156 (for the standard i3 CPU), it will fit on the LGA1155 (new Sandy Bridge) sockets and CPU's.